+319.6%
CELH vs LCID
-95.4%
+415.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -7.0% | -6.6% | -0.4% | -6.1% |
| 30D | +5.2% | -30.1% | +35.3% | +10.6% |
| 3M | +10.5% | -17.6% | +28.1% | +10.3% |
| 6M | -32.7% | -54.4% | +21.7% | -26.7% |
| YTD | -33.0% | -55.7% | +22.8% | -27.2% |
| 1Y | -49.5% | -71.0% | +21.5% | -42.0% |
| 3Y | -52.6% | -92.6% | +40.0% | -36.6% |
| 5Y | +5.2% | -97.6% | +102.8% | +66.2% |
| All | +319.6% | -95.4% | +415.1% | +593.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling