+1,668.5%
LITE vs CELH
-53.9%
+1,722.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.3% |
| 7D | -1.5% | -7.0% | +5.5% | -0.8% |
| 30D | +6.7% | +5.2% | +1.5% | +5.4% |
| 3M | -6.8% | +10.5% | -17.2% | -9.0% |
| 6M | +29.4% | -32.7% | +62.2% | +35.1% |
| YTD | +139.1% | -33.0% | +172.1% | +148.1% |
| 1Y | +521.0% | -49.5% | +570.5% | +565.9% |
| All | +1,668.5% | -53.9% | +1,722.4% | +1,741.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling