-33.5%
CHWY vs LII
+52.1%
-85.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.0% |
| 7D | -1.9% | +2.1% | -4.0% | -2.9% |
| 30D | -1.1% | -12.4% | +11.3% | +4.7% |
| 3M | +15.5% | -24.8% | +40.3% | +27.7% |
| 6M | -8.5% | -25.2% | +16.7% | +0.4% |
| YTD | -29.6% | -20.3% | -9.3% | -25.7% |
| 1Y | -44.1% | -32.9% | -11.1% | -36.1% |
| 3Y | +1.2% | +2.0% | -0.8% | -13.8% |
| 5Y | -69.4% | +24.4% | -93.8% | -79.3% |
| All | -33.5% | +52.1% | -85.6% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling