-33.5%
CHWY vs LBRT
+70.5%
-104.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.6% | -1.8% |
| 7D | -1.9% | +6.9% | -8.8% | -2.2% |
| 30D | -1.1% | +7.8% | -8.9% | -1.6% |
| 3M | +15.5% | -25.3% | +40.7% | +16.8% |
| 6M | -8.5% | -19.6% | +11.1% | -8.1% |
| YTD | -29.6% | +17.2% | -46.7% | -31.0% |
| 1Y | -44.1% | +114.1% | -158.2% | -47.6% |
| 3Y | +1.2% | +27.0% | -25.8% | -3.1% |
| 5Y | -69.4% | +128.3% | -197.7% | -71.3% |
| All | -33.5% | +70.5% | -104.0% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling