+3,733.8%
CELH vs LH
+183.3%
+3,550.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | -11.2% | -4.7% | -6.5% | -8.8% |
| 30D | -1.4% | -3.5% | +2.0% | +0.7% |
| 3M | -4.2% | +17.7% | -21.8% | -12.4% |
| 6M | -40.5% | +15.8% | -56.2% | -45.1% |
| YTD | -40.5% | +25.1% | -65.6% | -47.7% |
| 1Y | -53.0% | +12.5% | -65.5% | -56.2% |
| 3Y | -59.1% | +59.8% | -118.8% | -69.0% |
| 5Y | -10.7% | +27.1% | -37.8% | -24.1% |
| All | +3,733.8% | +183.3% | +3,550.5% | +2,407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling