+2,080.1%
LLY vs CELH
+4,466.2%
-2,386.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +6.7% | +0.8% | +5.9% | +6.7% |
| 30D | +19.6% | +19.3% | +0.2% | +18.5% |
| 3M | +19.7% | +12.6% | +7.1% | +18.9% |
| 6M | +42.7% | +16.4% | +26.4% | +41.1% |
| YTD | +35.1% | -29.1% | +64.3% | +36.6% |
| 1Y | +42.2% | -26.3% | +68.5% | +43.4% |
| 3Y | +140.8% | -40.1% | +180.9% | +140.3% |
| 5Y | +480.6% | +16.7% | +463.9% | +443.6% |
| All | +2,080.1% | +4,466.2% | -2,386.1% | +1,537.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling