-38.5%
LITE vs CELH
+6.3%
-44.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +9.9% | +10.8% |
| 7D | +3.4% | +7.4% | -4.0% | +4.4% |
| 30D | -34.9% | +16.4% | -51.3% | -32.9% |
| 3M | -21.0% | +17.6% | -38.6% | -18.4% |
| 6M | -38.5% | +7.8% | -46.3% | -38.1% |
| All | -38.5% | +6.3% | -44.7% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling