-40.7%
CHWY vs LDOS
+79.8%
-120.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.9% | -10.0% | -10.7% |
| 7D | -14.1% | -4.2% | -9.9% | -13.4% |
| 30D | -8.1% | -7.9% | -0.3% | -6.6% |
| 3M | +1.7% | +4.1% | -2.4% | +0.4% |
| 6M | -20.7% | -28.2% | +7.5% | -15.7% |
| YTD | -37.2% | -28.5% | -8.7% | -33.3% |
| 1Y | -50.7% | -27.7% | -23.0% | -47.9% |
| 3Y | -9.7% | +38.4% | -48.1% | -18.0% |
| 5Y | -72.9% | +38.0% | -110.9% | -75.5% |
| All | -40.7% | +79.8% | -120.5% | -56.2% |
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