-15.1%
CELH vs LTH
+152.0%
-167.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -5.8% |
| 7D | -11.7% | -4.0% | -7.7% | -10.2% |
| 30D | +1.6% | -1.7% | +3.3% | +2.3% |
| 3M | -2.0% | +28.0% | -29.9% | -10.5% |
| 6M | -36.2% | +54.1% | -90.2% | -46.5% |
| YTD | -39.6% | +57.1% | -96.6% | -49.9% |
| 1Y | -50.7% | +45.8% | -96.5% | -58.1% |
| 3Y | -58.9% | +157.6% | -216.4% | -75.1% |
| All | -15.1% | +152.0% | -167.0% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling