+5.0%
CELH vs LSCC
+83.1%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.7% |
| 7D | -7.0% | +1.3% | -8.3% | -7.5% |
| 30D | +5.2% | -9.7% | +14.9% | +8.5% |
| 3M | +10.5% | -23.7% | +34.2% | +18.0% |
| 6M | -32.7% | +26.5% | -59.2% | -43.2% |
| YTD | -33.0% | +57.5% | -90.5% | -49.9% |
| 1Y | -49.5% | +75.7% | -125.2% | -64.8% |
| 3Y | -52.6% | +19.5% | -72.1% | -62.8% |
| All | +5.0% | +83.1% | -78.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling