+555.0%
LITE vs CELH
-49.5%
+604.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.6% | +14.6% | +10.9% |
| 7D | +12.6% | -3.8% | +16.4% | +12.5% |
| 30D | +9.9% | +6.4% | +3.5% | +9.8% |
| 3M | +9.3% | +5.6% | +3.7% | +8.5% |
| 6M | +75.2% | -31.1% | +106.4% | +81.4% |
| YTD | +165.5% | -35.4% | +200.9% | +173.0% |
| 1Y | +555.0% | -46.9% | +601.8% | +593.8% |
| All | +555.0% | -49.5% | +604.5% | +593.8% |
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