+16.0%
CHWY vs LII
-8.2%
+24.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -0.2% | +2.9% | -3.1% | -0.9% |
| 30D | +8.1% | +0.9% | +7.2% | +7.9% |
| 3M | +0.3% | -15.5% | +15.8% | +4.1% |
| 6M | +4.0% | -30.2% | +34.2% | +11.1% |
| YTD | -31.9% | -26.8% | -5.0% | -28.8% |
| 1Y | -32.8% | -25.3% | -7.5% | -30.3% |
| 3Y | +16.0% | -7.8% | +23.8% | -0.1% |
| All | +16.0% | -8.2% | +24.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling