-48.4%
CELH vs LPLA
-16.5%
-31.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.1% | +2.3% |
| 7D | +9.9% | +15.7% | -5.8% | +9.1% |
| 30D | +11.7% | -6.2% | +17.9% | +11.8% |
| 3M | +4.1% | -12.0% | +16.1% | +4.4% |
| 6M | -8.4% | -2.7% | -5.7% | -8.1% |
| YTD | -32.8% | -12.5% | -20.2% | -33.2% |
| 1Y | -48.4% | -16.5% | -31.8% | -46.4% |
| All | -48.4% | -16.5% | -31.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling