-40.1%
CELH vs LDOS
+30.5%
-70.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +19.3% | +8.2% | +11.1% | +17.1% |
| 3M | +12.6% | -8.2% | +20.8% | +14.1% |
| 6M | +16.4% | +5.8% | +10.5% | +13.6% |
| YTD | -29.1% | -27.0% | -2.1% | -25.1% |
| 1Y | -26.3% | -31.0% | +4.6% | -21.3% |
| 3Y | -40.1% | +29.3% | -69.4% | -62.1% |
| All | -40.1% | +30.5% | -70.6% | -62.1% |
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