+141.2%
CELH vs LDOS
+505.4%
-364.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +7.9% |
| 7D | +10.4% | -7.2% | +17.6% | +13.5% |
| 30D | +19.5% | +16.8% | +2.6% | +12.2% |
| 3M | +35.3% | -1.6% | +36.9% | +35.5% |
| 6M | -2.0% | -1.0% | -1.0% | -3.1% |
| YTD | -29.7% | -25.8% | -3.9% | -22.9% |
| 1Y | -28.6% | -31.1% | +2.5% | -19.3% |
| 3Y | -45.5% | +32.8% | -78.3% | -54.5% |
| 5Y | -10.7% | +49.4% | -60.1% | -30.1% |
| 10Y | +4,822.5% | +253.9% | +4,568.6% | +2,528.1% |
| All | +141.2% | +505.4% | -364.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling