+3,733.8%
CELH vs LUV
+20.2%
+3,713.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -11.2% | -1.0% | -10.3% | -10.9% |
| 30D | -1.4% | -12.4% | +10.9% | +2.7% |
| 3M | -4.2% | -11.0% | +6.8% | -0.5% |
| 6M | -40.5% | -5.0% | -35.5% | -39.8% |
| YTD | -40.5% | -3.8% | -36.7% | -40.7% |
| 1Y | -53.0% | +25.9% | -78.9% | -57.3% |
| 3Y | -59.1% | +42.2% | -101.3% | -66.8% |
| 5Y | -10.7% | -10.8% | +0.1% | -13.2% |
| All | +3,733.8% | +20.2% | +3,713.6% | +3,547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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