+61.9%
LIN vs CELH
+5.1%
+56.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.7% |
| 7D | -2.1% | -7.0% | +4.9% | -1.6% |
| 30D | -2.4% | +5.2% | -7.6% | -3.1% |
| 3M | -5.6% | +10.5% | -16.1% | -6.7% |
| 6M | -3.4% | -32.7% | +29.3% | -1.0% |
| YTD | +13.1% | -33.0% | +46.1% | +15.6% |
| 1Y | +2.5% | -49.5% | +52.0% | +6.7% |
| 3Y | +27.6% | -52.6% | +80.2% | +30.4% |
| All | +61.9% | +5.1% | +56.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 5y: compounded portfolio wealth divided by compounded CELH 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…
5y analysis · Full analysis span regression · 6 months rolling