-55.2%
CELH vs LDOS
+42.3%
-97.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -7.0% | -5.4% | -1.6% | -6.0% |
| 30D | +5.2% | +4.9% | +0.3% | +3.8% |
| 3M | +10.5% | +7.2% | +3.3% | +8.0% |
| 6M | -32.7% | -24.2% | -8.5% | -29.2% |
| YTD | -33.0% | -25.8% | -7.2% | -29.3% |
| 1Y | -49.5% | -24.7% | -24.8% | -46.9% |
| All | -55.2% | +42.3% | -97.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 3y: compounded portfolio wealth divided by compounded LDOS 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…
3y analysis · Full analysis span regression · 6 months rolling