-39.8%
CHWY vs LH
+123.6%
-163.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +3.8% |
| 7D | -12.0% | -7.4% | -4.6% | -8.6% |
| 30D | -6.2% | -4.6% | -1.6% | -4.0% |
| 3M | +5.5% | +14.5% | -9.0% | -1.6% |
| 6M | -17.8% | +14.8% | -32.6% | -23.4% |
| YTD | -36.2% | +23.3% | -59.5% | -42.8% |
| 1Y | -40.0% | +13.6% | -53.6% | -44.1% |
| 3Y | -8.3% | +56.3% | -64.7% | -28.8% |
| 5Y | -71.9% | +25.2% | -97.1% | -76.0% |
| All | -39.8% | +123.6% | -163.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling