-20.0%
LMT vs CELH
-34.7%
+14.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.2% |
| 7D | -1.3% | -11.7% | +10.3% | -1.5% |
| 30D | -12.5% | +1.6% | -14.1% | -12.6% |
| 3M | -0.5% | -2.0% | +1.5% | -0.3% |
| 6M | -20.0% | -36.2% | +16.2% | -18.9% |
| All | -20.0% | -34.7% | +14.7% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling