+3,848.6%
CELH vs LII
+163.1%
+3,685.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.4% |
| 7D | -11.7% | +0.5% | -12.1% | -11.8% |
| 30D | +1.6% | -11.2% | +12.8% | +7.2% |
| 3M | -2.0% | -28.8% | +26.8% | +12.4% |
| 6M | -36.2% | -26.9% | -9.3% | -28.8% |
| YTD | -39.6% | -22.2% | -17.4% | -35.0% |
| 1Y | -50.7% | -32.0% | -18.7% | -43.7% |
| 3Y | -58.9% | -0.4% | -58.4% | -63.8% |
| 5Y | -5.4% | +22.4% | -27.8% | -29.6% |
| 10Y | +3,848.6% | +171.4% | +3,677.1% | +2,184.4% |
| All | +3,848.6% | +163.1% | +3,685.5% | +2,184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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