-59.1%
CELH vs LH
+58.7%
-117.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | -11.2% | -4.7% | -6.5% | -8.7% |
| 30D | -1.4% | -3.5% | +2.0% | +0.8% |
| 3M | -4.2% | +17.7% | -21.8% | -11.9% |
| 6M | -40.5% | +15.8% | -56.2% | -44.8% |
| YTD | -40.5% | +25.1% | -65.6% | -47.4% |
| 1Y | -53.0% | +12.5% | -65.5% | -56.0% |
| 3Y | -59.1% | +59.8% | -118.8% | -67.5% |
| All | -59.1% | +58.7% | -117.7% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling