-35.6%
CHWY vs LBRT
+4.0%
-39.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | -0.2% | +9.2% | -9.4% | -0.5% |
| 30D | +8.1% | -27.5% | +35.6% | +9.2% |
| 3M | +0.3% | -37.9% | +38.2% | +1.8% |
| 6M | +4.0% | -60.7% | +64.7% | +7.8% |
| YTD | -31.9% | -28.5% | -3.4% | -32.1% |
| 1Y | -32.8% | -13.2% | -19.5% | -33.8% |
| 3Y | +16.0% | -28.8% | +44.8% | +13.7% |
| 5Y | -70.7% | +28.0% | -98.7% | -72.1% |
| All | -35.6% | +4.0% | -39.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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