+163.0%
LITE vs CELH
-28.4%
+191.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.1% | -4.4% |
| 7D | +10.8% | +0.8% | +10.0% | +10.8% |
| 30D | -33.4% | +19.3% | -52.8% | -32.3% |
| 3M | -32.2% | +12.6% | -44.9% | -31.4% |
| 6M | -42.1% | +16.4% | -58.5% | -42.1% |
| YTD | +61.9% | -29.1% | +91.0% | +66.9% |
| 1Y | +163.0% | -26.3% | +189.3% | +166.6% |
| All | +163.0% | -28.4% | +191.4% | +166.6% |
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