+42.8%
LRCX vs CELH
-47.2%
+90.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | -12.8% | +9.9% | -22.7% | -13.5% |
| 30D | -36.0% | +11.7% | -47.7% | -36.6% |
| 3M | -30.2% | +4.1% | -34.3% | -30.9% |
| 6M | -14.2% | -8.4% | -5.8% | -13.1% |
| YTD | +29.7% | -32.8% | +62.5% | +42.8% |
| 1Y | +42.8% | -48.4% | +91.2% | +62.5% |
| All | +42.8% | -47.2% | +90.0% | +62.5% |
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