-33.8%
CHWY vs LDOS
+88.5%
-122.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.8% |
| 7D | -1.1% | -1.3% | +0.3% | -0.8% |
| 30D | +18.7% | +10.1% | +8.6% | +16.2% |
| 3M | +3.0% | -4.7% | +7.7% | +3.9% |
| 6M | +2.9% | +5.6% | -2.6% | +1.2% |
| YTD | -30.0% | -25.1% | -4.9% | -26.4% |
| 1Y | -30.5% | -31.7% | +1.2% | -25.7% |
| 3Y | +16.0% | +33.7% | -17.7% | +6.1% |
| 5Y | -67.5% | +54.4% | -121.9% | -71.2% |
| All | -33.8% | +88.5% | -122.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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