-32.4%
CHWY vs LDOS
+86.7%
-119.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.7% | -5.4% | +7.1% | +2.9% |
| 30D | -1.5% | +4.9% | -6.4% | -2.8% |
| 3M | +13.6% | +7.2% | +6.5% | +11.5% |
| 6M | -7.3% | -24.2% | +17.0% | -2.5% |
| YTD | -28.4% | -25.8% | -2.6% | -24.6% |
| 1Y | -42.5% | -24.7% | -17.8% | -39.7% |
| 3Y | -4.1% | +39.3% | -43.4% | -13.0% |
| 5Y | -69.2% | +43.3% | -112.5% | -72.3% |
| All | -32.4% | +86.7% | -119.1% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling