+1.2%
CELH vs LII
+25.8%
-24.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.9% |
| 7D | -3.8% | +2.1% | -5.9% | -4.8% |
| 30D | +6.4% | -12.4% | +18.9% | +13.3% |
| 3M | +5.6% | -24.8% | +30.4% | +18.4% |
| 6M | -31.1% | -25.2% | -6.0% | -23.8% |
| YTD | -35.4% | -20.3% | -15.1% | -31.5% |
| 1Y | -46.9% | -32.9% | -13.9% | -38.3% |
| 3Y | -56.0% | +2.0% | -58.1% | -65.4% |
| 5Y | +1.2% | +24.4% | -23.2% | -41.2% |
| All | +1.2% | +25.8% | -24.6% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling