-41.6%
CHWY vs LII
+44.6%
-86.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.3% |
| 7D | -13.6% | -6.3% | -7.3% | -11.0% |
| 30D | -8.5% | -13.0% | +4.5% | -2.8% |
| 3M | +8.9% | -29.0% | +37.9% | +23.9% |
| 6M | -20.5% | -27.7% | +7.2% | -11.4% |
| YTD | -38.2% | -24.2% | -13.9% | -33.2% |
| 1Y | -43.3% | -34.8% | -8.5% | -34.3% |
| 3Y | -8.5% | -4.2% | -4.3% | -19.7% |
| 5Y | -72.7% | +20.9% | -93.6% | -81.2% |
| All | -41.6% | +44.6% | -86.1% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling