-61.4%
CHWY vs LCID
-95.9%
+34.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -13.6% | -9.8% | -3.8% | -11.9% |
| 30D | -8.5% | -35.5% | +26.9% | -1.0% |
| 3M | +8.9% | -18.4% | +27.3% | +10.0% |
| 6M | -20.5% | -60.5% | +40.0% | -8.9% |
| YTD | -38.2% | -60.1% | +21.9% | -30.0% |
| 1Y | -43.3% | -78.8% | +35.5% | -28.2% |
| 3Y | -8.5% | -92.8% | +84.2% | +29.8% |
| 5Y | -72.7% | -97.9% | +25.1% | -51.1% |
| All | -61.4% | -95.9% | +34.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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