+3,549.0%
LRCX vs CELH
+3,788.6%
-239.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -3.1% | -11.2% | +8.2% | -1.1% |
| 30D | -8.6% | -1.4% | -7.1% | -8.7% |
| 3M | -17.7% | -4.2% | -13.5% | -18.4% |
| 6M | +36.4% | -40.5% | +76.8% | +46.2% |
| YTD | +74.5% | -40.5% | +115.0% | +86.9% |
| 1Y | +159.4% | -53.0% | +212.5% | +186.7% |
| 3Y | +361.6% | -59.1% | +420.6% | +393.3% |
| 5Y | +425.2% | -10.7% | +435.9% | +353.2% |
| All | +3,549.0% | +3,788.6% | -239.5% | +1,783.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling