+147.8%
CELH vs LDOS
+510.9%
-363.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.7% |
| 7D | +7.4% | -1.3% | +8.8% | +7.9% |
| 30D | +16.4% | +10.1% | +6.3% | +11.8% |
| 3M | +17.6% | -4.7% | +22.3% | +19.1% |
| 6M | +7.8% | +5.6% | +2.3% | +3.9% |
| YTD | -27.8% | -25.1% | -2.7% | -21.0% |
| 1Y | -24.4% | -31.7% | +7.2% | -14.3% |
| 3Y | -42.5% | +33.7% | -76.2% | -52.2% |
| 5Y | +1.4% | +54.4% | -52.9% | -21.6% |
| 10Y | +4,553.5% | +236.4% | +4,317.1% | +2,439.3% |
| All | +147.8% | +510.9% | -363.1% | +0.2% |
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