-41.6%
CHWY vs LEN
+71.5%
-113.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.7% |
| 7D | -13.6% | -4.8% | -8.8% | -12.4% |
| 30D | -8.5% | -6.6% | -2.0% | -6.7% |
| 3M | +8.9% | -15.7% | +24.6% | +14.5% |
| 6M | -20.5% | -16.6% | -3.8% | -16.4% |
| YTD | -38.2% | -21.3% | -16.8% | -34.4% |
| 1Y | -43.3% | -42.0% | -1.2% | -34.0% |
| 3Y | -8.5% | -27.9% | +19.4% | -4.3% |
| 5Y | -72.7% | -10.7% | -62.0% | -74.2% |
| All | -41.6% | +71.5% | -113.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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