-39.8%
CHWY vs LEN
+67.8%
-107.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.7% |
| 7D | -12.0% | -7.8% | -4.3% | -9.8% |
| 30D | -6.2% | -11.0% | +4.8% | -2.8% |
| 3M | +5.5% | -12.8% | +18.3% | +9.6% |
| 6M | -17.8% | -20.2% | +2.4% | -12.4% |
| YTD | -36.2% | -23.0% | -13.2% | -31.8% |
| 1Y | -40.0% | -41.8% | +1.9% | -30.2% |
| 3Y | -8.3% | -28.8% | +20.5% | -3.7% |
| 5Y | -71.9% | -12.6% | -59.3% | -73.2% |
| All | -39.8% | +67.8% | -107.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling