-72.2%
CHWY vs LPLA
+147.5%
-219.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.6% |
| 7D | -13.6% | -1.5% | -12.1% | -13.2% |
| 30D | -8.5% | -6.0% | -2.5% | -7.0% |
| 3M | +8.9% | +24.0% | -15.1% | +2.0% |
| 6M | -20.5% | +17.0% | -37.5% | -24.4% |
| YTD | -38.2% | -0.7% | -37.5% | -38.7% |
| 1Y | -43.3% | +2.1% | -45.4% | -44.6% |
| 3Y | -8.5% | +48.7% | -57.2% | -23.3% |
| All | -72.2% | +147.5% | -219.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 5y: compounded portfolio wealth divided by compounded LPLA 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…
5y analysis · Full analysis span regression · 6 months rolling