+107.3%
CELH vs LNT
+650.6%
-543.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.0% |
| 7D | -11.7% | +0.2% | -11.8% | -11.7% |
| 30D | +1.6% | -0.5% | +2.1% | +1.8% |
| 3M | -2.0% | -5.5% | +3.6% | +0.5% |
| 6M | -36.2% | -3.8% | -32.4% | -35.3% |
| YTD | -39.6% | +6.8% | -46.4% | -41.6% |
| 1Y | -50.7% | +9.3% | -60.0% | -53.0% |
| 3Y | -58.9% | +47.9% | -106.8% | -66.3% |
| 5Y | -5.4% | +31.6% | -37.0% | -19.7% |
| 10Y | +3,848.6% | +150.1% | +3,698.4% | +2,251.3% |
| All | +107.3% | +650.6% | -543.3% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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