+130.0%
CELH vs LII
+1,588.2%
-1,458.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | +5.2% | -12.6% | +17.8% | +9.4% |
| 3M | +10.5% | -24.4% | +34.9% | +18.3% |
| 6M | -32.7% | -28.7% | -4.0% | -27.2% |
| YTD | -33.0% | -19.1% | -13.8% | -30.3% |
| 1Y | -49.5% | -29.7% | -19.8% | -45.6% |
| 3Y | -52.6% | +4.8% | -57.4% | -55.1% |
| 5Y | +5.2% | +24.6% | -19.3% | -6.4% |
| 10Y | +4,178.1% | +169.2% | +4,008.9% | +3,223.4% |
| All | +130.0% | +1,588.2% | -1,458.2% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling