-59.1%
CELH vs LYFT
+39.4%
-98.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | -11.2% | -8.4% | -2.8% | -9.9% |
| 30D | -1.4% | -7.6% | +6.2% | 0.0% |
| 3M | -4.2% | +11.7% | -15.9% | -5.3% |
| 6M | -40.5% | +15.1% | -55.6% | -41.6% |
| YTD | -40.5% | -20.9% | -19.6% | -38.8% |
| 1Y | -53.0% | -16.4% | -36.6% | -52.5% |
| 3Y | -59.1% | +35.2% | -94.3% | -65.5% |
| All | -59.1% | +39.4% | -98.5% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling