-32.4%
CHWY vs LII
+54.2%
-86.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.8% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -1.5% | -12.6% | +11.1% | +4.3% |
| 3M | +13.6% | -24.4% | +38.1% | +25.4% |
| 6M | -7.3% | -28.7% | +21.5% | +4.2% |
| YTD | -28.4% | -19.1% | -9.3% | -25.0% |
| 1Y | -42.5% | -29.7% | -12.8% | -35.8% |
| 3Y | -4.1% | +4.8% | -8.9% | -19.5% |
| 5Y | -69.2% | +24.6% | -93.7% | -79.2% |
| All | -32.4% | +54.2% | -86.6% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling