-60.8%
CHWY vs LCID
-95.8%
+35.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.8% | -3.1% | -9.4% |
| 7D | -14.1% | -9.3% | -4.8% | -12.5% |
| 30D | -8.1% | -35.4% | +27.3% | -0.6% |
| 3M | +1.7% | -17.1% | +18.8% | +2.2% |
| 6M | -20.7% | -58.9% | +38.3% | -9.8% |
| YTD | -37.2% | -59.6% | +22.4% | -29.1% |
| 1Y | -50.7% | -78.0% | +27.3% | -38.1% |
| 3Y | -9.7% | -92.7% | +82.9% | +27.9% |
| 5Y | -72.9% | -97.8% | +24.9% | -51.5% |
| All | -60.8% | -95.8% | +35.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling