+232.7%
LITE vs CELH
-47.2%
+279.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.4% | -7.6% |
| 7D | -31.4% | +9.9% | -41.3% | -30.9% |
| 30D | -42.6% | +11.7% | -54.3% | -42.1% |
| 3M | -26.2% | +4.1% | -30.3% | -26.2% |
| 6M | -35.8% | -8.4% | -27.4% | -35.1% |
| YTD | +70.0% | -32.8% | +102.8% | +76.0% |
| 1Y | +232.7% | -48.4% | +281.1% | +251.7% |
| All | +232.7% | -47.2% | +279.9% | +251.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling