+3,344.5%
LITE vs CELH
+4,332.4%
-987.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -13.9% | +9.4% | -23.3% | -14.8% |
| 30D | -46.9% | +14.8% | -61.7% | -47.9% |
| 3M | -28.0% | +20.5% | -48.6% | -30.1% |
| 6M | -35.2% | +1.6% | -36.8% | -36.5% |
| YTD | +58.9% | -28.3% | +87.2% | +62.1% |
| 1Y | +125.3% | -26.4% | +151.7% | +128.9% |
| 3Y | +1,344.4% | -43.0% | +1,387.4% | +1,351.5% |
| 5Y | +541.2% | +4.8% | +536.4% | +460.5% |
| 10Y | +1,587.5% | +4,820.0% | -3,232.5% | +752.8% |
| All | +3,344.5% | +4,332.4% | -987.9% | +1,715.7% |
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