-58.4%
CELH vs LTH
+155.4%
-213.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.1% |
| 7D | -11.7% | -4.0% | -7.7% | -10.9% |
| 30D | +1.6% | -1.7% | +3.3% | +2.0% |
| 3M | -2.0% | +28.0% | -29.9% | -5.9% |
| 6M | -36.2% | +54.1% | -90.2% | -41.3% |
| YTD | -39.6% | +57.1% | -96.6% | -44.7% |
| 1Y | -50.7% | +45.8% | -96.5% | -54.3% |
| All | -58.4% | +155.4% | -213.8% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling