-50.7%
CELH vs LSCC
+74.7%
-125.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.5% |
| 7D | -11.7% | +1.4% | -13.0% | -11.7% |
| 30D | +1.6% | -10.0% | +11.6% | +1.6% |
| 3M | -2.0% | -16.1% | +14.1% | -2.2% |
| 6M | -36.2% | +27.4% | -63.6% | -38.8% |
| YTD | -39.6% | +56.9% | -96.5% | -44.5% |
| 1Y | -50.7% | +74.6% | -125.3% | -52.8% |
| All | -50.7% | +74.7% | -125.3% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling