+1,568.0%
LITE vs CELH
+4,391.5%
-2,823.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -3.2% |
| 7D | +22.6% | +6.2% | +16.4% | +21.7% |
| 30D | -36.8% | +14.2% | -51.0% | -37.9% |
| 3M | -33.0% | +15.5% | -48.5% | -34.6% |
| 6M | -37.1% | +7.7% | -44.8% | -38.8% |
| YTD | +69.5% | -30.3% | +99.7% | +73.7% |
| 1Y | +146.1% | -29.0% | +175.1% | +151.4% |
| 3Y | +1,440.8% | -44.5% | +1,485.4% | +1,454.2% |
| 5Y | +580.4% | +14.8% | +565.7% | +485.8% |
| All | +1,568.0% | +4,391.5% | -2,823.6% | +745.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling