-7.2%
CHWY vs LBRT
+29.0%
-36.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.1% | -13.9% | -10.8% |
| 7D | -14.1% | +10.2% | -24.3% | -14.0% |
| 30D | -8.1% | +4.9% | -13.0% | -8.1% |
| 3M | +1.7% | -21.2% | +22.9% | +1.9% |
| 6M | -20.7% | -19.9% | -0.7% | -20.7% |
| YTD | -37.2% | +20.8% | -58.0% | -38.0% |
| 1Y | -50.7% | +123.5% | -174.3% | -52.8% |
| All | -7.2% | +29.0% | -36.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling