-72.2%
CHWY vs LEN
-11.2%
-61.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.1% |
| 7D | -13.6% | -4.8% | -8.8% | -11.6% |
| 30D | -8.5% | -6.6% | -2.0% | -5.6% |
| 3M | +8.9% | -15.7% | +24.6% | +17.9% |
| 6M | -20.5% | -16.6% | -3.8% | -14.1% |
| YTD | -38.2% | -21.3% | -16.8% | -32.3% |
| 1Y | -43.3% | -42.0% | -1.2% | -27.0% |
| 3Y | -8.5% | -27.9% | +19.4% | -11.1% |
| All | -72.2% | -11.2% | -61.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling