+2,502.5%
LITE vs CELH
+4,334.0%
-1,831.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.6% | +14.6% | +11.5% |
| 7D | +12.6% | -3.8% | +16.4% | +13.1% |
| 30D | +9.9% | +6.4% | +3.5% | +8.7% |
| 3M | +9.3% | +5.6% | +3.7% | +7.1% |
| 6M | +75.2% | -31.1% | +106.4% | +80.9% |
| YTD | +165.5% | -35.4% | +200.9% | +175.4% |
| 1Y | +555.0% | -46.9% | +601.8% | +592.1% |
| 3Y | +1,870.5% | -56.0% | +1,926.5% | +1,952.5% |
| 5Y | +1,009.8% | +1.2% | +1,008.6% | +866.1% |
| 10Y | +2,502.5% | +4,043.9% | -1,541.4% | +1,119.2% |
| All | +2,502.5% | +4,334.0% | -1,831.5% | +1,119.2% |
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