-40.0%
CHWY vs LBRT
+110.8%
-150.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +1.0% |
| 7D | -12.0% | +2.3% | -14.3% | -11.8% |
| 30D | -6.2% | -2.9% | -3.3% | -6.3% |
| 3M | +5.5% | -26.1% | +31.6% | +3.8% |
| 6M | -17.8% | -26.2% | +8.4% | -19.0% |
| YTD | -36.2% | +13.7% | -49.9% | -36.0% |
| 1Y | -40.0% | +93.6% | -133.5% | -39.2% |
| All | -40.0% | +110.8% | -150.8% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling