+130.0%
CELH vs LDOS
+505.1%
-375.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -7.0% | -5.4% | -1.6% | -5.1% |
| 30D | +5.2% | +4.9% | +0.3% | +2.4% |
| 3M | +10.5% | +7.2% | +3.3% | +6.2% |
| 6M | -32.7% | -24.2% | -8.5% | -26.0% |
| YTD | -33.0% | -25.8% | -7.2% | -26.2% |
| 1Y | -49.5% | -24.7% | -24.8% | -44.8% |
| 3Y | -52.6% | +39.3% | -91.9% | -61.3% |
| 5Y | +5.2% | +43.3% | -38.1% | -16.3% |
| 10Y | +4,178.1% | +278.6% | +3,899.6% | +2,115.6% |
| All | +130.0% | +505.1% | -375.2% | -6.4% |
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 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