-7.2%
CHWY vs LII
-1.0%
-6.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.4% | -8.4% | -10.2% |
| 7D | -14.1% | +0.5% | -14.6% | -14.2% |
| 30D | -8.1% | -11.2% | +3.1% | -5.3% |
| 3M | +1.7% | -28.8% | +30.5% | +9.6% |
| 6M | -20.7% | -26.9% | +6.3% | -15.7% |
| YTD | -37.2% | -22.2% | -15.0% | -35.0% |
| 1Y | -50.7% | -32.0% | -18.8% | -46.7% |
| All | -7.2% | -1.0% | -6.2% | -26.1% |
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