-35.4%
CHWY vs LDOS
+84.6%
-120.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -1.7% | -3.5% | +1.7% | -1.0% |
| 30D | +14.7% | +9.5% | +5.1% | +12.4% |
| 3M | +1.1% | -6.3% | +7.4% | +2.3% |
| 6M | -1.3% | +2.8% | -4.1% | -2.4% |
| YTD | -31.6% | -26.6% | -5.0% | -27.8% |
| 1Y | -31.5% | -31.3% | -0.2% | -26.9% |
| 3Y | +13.2% | +30.9% | -17.7% | +4.1% |
| 5Y | -70.6% | +49.4% | -120.0% | -73.7% |
| All | -35.4% | +84.6% | -120.0% | -52.6% |
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