+208.1%
LRCX vs CELH
-50.1%
+258.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.4% |
| 7D | +1.9% | -7.0% | +8.9% | +2.6% |
| 30D | +0.1% | +5.2% | -5.1% | -1.1% |
| 3M | -8.5% | +10.5% | -19.0% | -11.0% |
| 6M | +38.1% | -32.7% | +70.8% | +50.5% |
| YTD | +80.1% | -33.0% | +113.0% | +96.5% |
| 1Y | +208.1% | -49.5% | +257.6% | +249.6% |
| All | +208.1% | -50.1% | +258.2% | +249.6% |
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