+3,733.8%
CELH vs LPLA
+1,251.7%
+2,482.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | -11.2% | -1.5% | -9.7% | -10.8% |
| 30D | -1.4% | -6.0% | +4.6% | +0.2% |
| 3M | -4.2% | +24.0% | -28.2% | -10.0% |
| 6M | -40.5% | +17.0% | -57.5% | -43.6% |
| YTD | -40.5% | -0.7% | -39.8% | -41.3% |
| 1Y | -53.0% | +2.1% | -55.1% | -54.1% |
| 3Y | -59.1% | +48.7% | -107.7% | -65.6% |
| 5Y | -10.7% | +151.2% | -161.9% | -37.0% |
| All | +3,733.8% | +1,251.7% | +2,482.1% | +2,357.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling