+17.9%
LMT vs CELH
-50.1%
+68.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.4% |
| 7D | -6.3% | -7.0% | +0.8% | -6.3% |
| 30D | -8.5% | +5.2% | -13.7% | -8.6% |
| 3M | +1.8% | +10.5% | -8.7% | +1.8% |
| 6M | -19.9% | -32.7% | +12.8% | -19.4% |
| YTD | +10.6% | -33.0% | +43.5% | +11.0% |
| 1Y | +17.9% | -49.5% | +67.5% | +19.3% |
| All | +17.9% | -50.1% | +68.1% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling