-35.6%
CHWY vs LDOS
+83.8%
-119.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | +8.1% | +8.2% | -0.1% | +6.3% |
| 3M | +0.3% | -8.2% | +8.4% | +1.9% |
| 6M | +4.0% | +5.8% | -1.8% | +2.2% |
| YTD | -31.9% | -27.0% | -4.9% | -28.0% |
| 1Y | -32.8% | -31.0% | -1.8% | -28.3% |
| 3Y | +16.0% | +29.3% | -13.3% | +7.0% |
| 5Y | -70.7% | +48.7% | -119.4% | -73.8% |
| All | -35.6% | +83.8% | -119.4% | -52.8% |
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