-16.3%
CELH vs LTH
+150.5%
-166.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -4.0% | -7.2% | -9.8% |
| 30D | -1.4% | -5.3% | +3.8% | +0.7% |
| 3M | -4.2% | +19.0% | -23.2% | -10.0% |
| 6M | -40.5% | +55.8% | -96.2% | -50.3% |
| YTD | -40.5% | +56.1% | -96.6% | -50.6% |
| 1Y | -53.0% | +41.3% | -94.3% | -59.6% |
| 3Y | -59.1% | +156.6% | -215.7% | -75.2% |
| All | -16.3% | +150.5% | -166.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling