+104.1%
CELH vs LUMN
-47.2%
+151.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -11.2% | +2.5% | -13.7% | -11.5% |
| 30D | -1.4% | +10.3% | -11.8% | -2.6% |
| 3M | -4.2% | -18.3% | +14.1% | -2.6% |
| 6M | -40.5% | +4.4% | -44.8% | -41.5% |
| YTD | -40.5% | -10.7% | -29.8% | -41.0% |
| 1Y | -53.0% | +14.0% | -67.0% | -55.2% |
| 3Y | -59.1% | +406.6% | -465.6% | -73.1% |
| 5Y | -10.7% | -36.8% | +26.1% | -15.3% |
| 10Y | +3,788.6% | -56.2% | +3,844.7% | +3,519.0% |
| All | +104.1% | -47.2% | +151.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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