+3,733.8%
CELH vs LYV
+564.6%
+3,169.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.9% | -9.3% | -10.5% |
| 30D | -1.4% | -8.2% | +6.7% | +2.2% |
| 3M | -4.2% | -1.3% | -2.9% | -3.7% |
| 6M | -40.5% | +2.6% | -43.1% | -41.6% |
| YTD | -40.5% | +19.4% | -59.9% | -45.5% |
| 1Y | -53.0% | -2.2% | -50.8% | -53.5% |
| 3Y | -59.1% | +106.0% | -165.1% | -71.3% |
| 5Y | -10.7% | +97.7% | -108.4% | -34.3% |
| All | +3,733.8% | +564.6% | +3,169.2% | +2,354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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