+3,068.2%
LITE vs CELH
+4,245.9%
-1,177.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.8% |
| 7D | -35.9% | +10.4% | -46.4% | -36.7% |
| 30D | -51.5% | +19.5% | -71.0% | -52.6% |
| 3M | -35.7% | +35.3% | -71.0% | -38.5% |
| 6M | -43.0% | -2.0% | -41.0% | -43.9% |
| YTD | +46.1% | -29.7% | +75.8% | +49.4% |
| 1Y | +124.7% | -28.6% | +153.3% | +129.1% |
| 3Y | +1,172.1% | -45.5% | +1,217.5% | +1,185.6% |
| 5Y | +477.0% | -10.7% | +487.7% | +413.4% |
| 10Y | +1,465.7% | +4,822.5% | -3,356.8% | +691.4% |
| All | +3,068.2% | +4,245.9% | -1,177.8% | +1,573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling