+1.2%
CHWY vs LDOS
+39.7%
-38.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.1% |
| 7D | -1.9% | -7.1% | +5.2% | -0.5% |
| 30D | -1.1% | -6.1% | +5.0% | 0.0% |
| 3M | +15.5% | +5.6% | +9.9% | +13.4% |
| 6M | -8.5% | -26.9% | +18.4% | -4.3% |
| YTD | -29.6% | -27.9% | -1.7% | -26.1% |
| 1Y | -44.1% | -26.8% | -17.3% | -41.5% |
| 3Y | +1.2% | +39.6% | -38.4% | -14.3% |
| All | +1.2% | +39.7% | -38.5% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling