+866.7%
LMT vs CELH
+245.5%
+621.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.1% |
| 7D | -1.3% | -11.7% | +10.3% | -1.2% |
| 30D | -12.5% | +1.6% | -14.1% | -12.5% |
| 3M | -0.5% | -2.0% | +1.5% | -0.5% |
| 6M | -20.0% | -36.2% | +16.2% | -19.7% |
| YTD | +10.4% | -39.6% | +50.0% | +10.8% |
| 1Y | +17.7% | -50.7% | +68.4% | +18.4% |
| 3Y | +34.3% | -58.9% | +93.2% | +34.7% |
| 5Y | +71.8% | -5.4% | +77.2% | +70.0% |
| 10Y | +187.0% | +3,848.6% | -3,661.6% | +170.9% |
| All | +866.7% | +245.5% | +621.2% | +766.4% |
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