-8.5%
CHWY vs LEN
-27.3%
+18.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.5% |
| 7D | -13.6% | -4.8% | -8.8% | -12.7% |
| 30D | -8.5% | -6.6% | -2.0% | -7.2% |
| 3M | +8.9% | -15.7% | +24.6% | +12.8% |
| 6M | -20.5% | -16.6% | -3.8% | -17.7% |
| YTD | -38.2% | -21.3% | -16.8% | -35.8% |
| 1Y | -43.3% | -42.0% | -1.2% | -36.7% |
| 3Y | -8.5% | -27.9% | +19.4% | -23.6% |
| All | -8.5% | -27.3% | +18.7% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling