-72.9%
CHWY vs LBRT
+138.4%
-211.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.1% | -13.9% | -11.1% |
| 7D | -14.1% | +10.2% | -24.3% | -14.8% |
| 30D | -8.1% | +4.9% | -13.0% | -8.6% |
| 3M | +1.7% | -21.2% | +22.9% | +3.3% |
| 6M | -20.7% | -19.9% | -0.7% | -20.1% |
| YTD | -37.2% | +20.8% | -58.0% | -39.9% |
| 1Y | -50.7% | +123.5% | -174.3% | -57.0% |
| 3Y | -9.7% | +30.9% | -40.7% | -18.0% |
| 5Y | -72.9% | +136.3% | -209.2% | -75.5% |
| All | -72.9% | +138.4% | -211.3% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling