+146.0%
CELH vs LSCC
+1,729.8%
-1,583.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +9.4% | +5.0% | +4.4% | +8.4% |
| 30D | +14.8% | -11.7% | +26.5% | +16.7% |
| 3M | +20.5% | -13.3% | +33.8% | +22.2% |
| 6M | +1.6% | -12.5% | +14.1% | +1.1% |
| YTD | -28.3% | +51.2% | -79.5% | -36.8% |
| 1Y | -26.4% | +65.9% | -92.3% | -36.4% |
| 3Y | -43.0% | +95.3% | -138.3% | -54.1% |
| 5Y | +4.8% | +38.6% | -33.8% | -12.0% |
| 10Y | +4,820.0% | +1,352.3% | +3,467.6% | +3,412.6% |
| All | +146.0% | +1,729.8% | -1,583.8% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling