-8.5%
CHWY vs LH
+58.7%
-67.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.7% |
| 7D | -13.6% | -4.7% | -8.9% | -11.8% |
| 30D | -8.5% | -3.5% | -5.1% | -7.1% |
| 3M | +8.9% | +17.7% | -8.8% | +1.2% |
| 6M | -20.5% | +15.8% | -36.2% | -25.6% |
| YTD | -38.2% | +25.1% | -63.3% | -43.9% |
| 1Y | -43.3% | +12.5% | -55.8% | -46.3% |
| 3Y | -8.5% | +59.8% | -68.3% | -29.9% |
| All | -8.5% | +58.7% | -67.2% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling