-49.5%
CELH vs LYFT
-1.1%
-48.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.4% |
| 7D | -7.0% | -5.5% | -1.5% | -6.0% |
| 30D | +5.2% | +1.5% | +3.7% | +5.2% |
| 3M | +10.5% | +18.4% | -7.9% | +8.9% |
| 6M | -32.7% | +20.8% | -53.5% | -34.0% |
| YTD | -33.0% | -13.7% | -19.3% | -34.6% |
| 1Y | -49.5% | -0.4% | -49.1% | -50.2% |
| All | -49.5% | -1.1% | -48.5% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 1y: compounded portfolio wealth divided by compounded LYFT 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…
1y analysis · Full analysis span regression · 6 months rolling