+104.1%
CELH vs LHX
+694.7%
-590.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.6% |
| 7D | -11.2% | -4.3% | -7.0% | -10.0% |
| 30D | -1.4% | -15.1% | +13.7% | +3.3% |
| 3M | -4.2% | -21.0% | +16.8% | +2.1% |
| 6M | -40.5% | -32.0% | -8.5% | -33.8% |
| YTD | -40.5% | -15.3% | -25.2% | -38.3% |
| 1Y | -53.0% | -11.1% | -42.0% | -52.0% |
| 3Y | -59.1% | +54.0% | -113.1% | -65.1% |
| 5Y | -10.7% | +17.1% | -27.8% | -18.5% |
| 10Y | +3,788.6% | +225.8% | +3,562.8% | +2,614.2% |
| All | +104.1% | +694.7% | -590.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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