-41.6%
CHWY vs LNT
+70.9%
-112.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -13.6% | -1.0% | -12.6% | -13.4% |
| 30D | -8.5% | -4.2% | -4.3% | -7.8% |
| 3M | +8.9% | -6.7% | +15.6% | +10.2% |
| 6M | -20.5% | -3.6% | -16.9% | -20.1% |
| YTD | -38.2% | +5.9% | -44.0% | -39.2% |
| 1Y | -43.3% | +7.3% | -50.5% | -44.4% |
| 3Y | -8.5% | +46.5% | -55.0% | -16.1% |
| 5Y | -72.7% | +32.5% | -105.2% | -74.7% |
| All | -41.6% | +70.9% | -112.5% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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