+1.2%
CELH vs LSCC
+85.6%
-84.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.1% |
| 7D | -3.8% | +5.2% | -9.0% | -5.6% |
| 30D | +6.4% | -9.6% | +16.1% | +9.8% |
| 3M | +5.6% | -17.8% | +23.4% | +10.0% |
| 6M | -31.1% | +37.4% | -68.6% | -43.8% |
| YTD | -35.4% | +59.7% | -95.1% | -51.9% |
| 1Y | -46.9% | +76.2% | -123.1% | -63.0% |
| 3Y | -56.0% | +28.2% | -84.2% | -66.9% |
| 5Y | +1.2% | +87.2% | -86.0% | -49.4% |
| All | +1.2% | +85.6% | -84.4% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LSCC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling