-41.6%
CHWY vs LH
+127.0%
-168.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.8% |
| 7D | -13.6% | -4.7% | -8.9% | -11.6% |
| 30D | -8.5% | -3.5% | -5.1% | -7.0% |
| 3M | +8.9% | +17.7% | -8.8% | +0.1% |
| 6M | -20.5% | +15.8% | -36.2% | -26.3% |
| YTD | -38.2% | +25.1% | -63.3% | -45.0% |
| 1Y | -43.3% | +12.5% | -55.8% | -47.0% |
| 3Y | -8.5% | +59.8% | -68.3% | -29.8% |
| 5Y | -72.7% | +27.1% | -99.8% | -76.9% |
| All | -41.6% | +127.0% | -168.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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