-59.9%
CELH vs LPLA
+43.8%
-103.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -15.8% | -3.7% | -12.1% | -15.3% |
| 30D | -5.2% | -6.4% | +1.2% | -4.4% |
| 3M | -6.1% | +20.2% | -26.3% | -8.6% |
| 6M | -40.9% | +12.8% | -53.7% | -42.1% |
| YTD | -41.8% | -2.5% | -39.3% | -41.7% |
| 1Y | -52.6% | +1.9% | -54.6% | -52.9% |
| All | -59.9% | +43.8% | -103.8% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling