+107.3%
CELH vs LVS
-34.4%
+141.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.3% |
| 7D | -11.7% | -2.7% | -8.9% | -11.3% |
| 30D | +1.6% | -4.7% | +6.3% | +2.4% |
| 3M | -2.0% | -15.6% | +13.6% | +0.7% |
| 6M | -36.2% | -18.6% | -17.5% | -34.2% |
| YTD | -39.6% | -32.3% | -7.3% | -36.1% |
| 1Y | -50.7% | -18.0% | -32.7% | -49.6% |
| 3Y | -58.9% | -5.8% | -53.0% | -59.0% |
| 5Y | -5.4% | +5.7% | -11.1% | -7.8% |
| 10Y | +3,848.6% | 0.0% | +3,848.5% | +3,756.1% |
| All | +107.3% | -34.4% | +141.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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