+107.3%
CELH vs LH
+438.5%
-331.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.0% |
| 7D | -11.7% | -3.2% | -8.5% | -10.4% |
| 30D | +1.6% | +0.1% | +1.4% | +1.7% |
| 3M | -2.0% | +18.6% | -20.6% | -8.9% |
| 6M | -36.2% | +17.9% | -54.1% | -40.6% |
| YTD | -39.6% | +28.9% | -68.5% | -46.0% |
| 1Y | -50.7% | +16.6% | -67.3% | -54.0% |
| 3Y | -58.9% | +63.6% | -122.4% | -67.0% |
| 5Y | -5.4% | +30.0% | -35.4% | -16.9% |
| 10Y | +3,848.6% | +191.9% | +3,656.6% | +2,526.5% |
| All | +107.3% | +438.5% | -331.2% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling