+35.0%
LMT vs CELH
-60.2%
+95.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.1% |
| 7D | -0.2% | -11.2% | +11.0% | -0.2% |
| 30D | -13.1% | -1.4% | -11.6% | -13.1% |
| 3M | -3.9% | -4.2% | +0.3% | -3.9% |
| 6M | -18.3% | -40.5% | +22.2% | -18.1% |
| YTD | +10.3% | -40.5% | +50.8% | +10.5% |
| 1Y | +14.2% | -53.0% | +67.2% | +14.4% |
| 3Y | +35.0% | -59.1% | +94.0% | +42.2% |
| All | +35.0% | -60.2% | +95.2% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling