-39.8%
CHWY vs LSCC
+711.8%
-751.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -12.0% | +0.4% | -12.5% | -12.1% |
| 30D | -6.2% | -9.5% | +3.3% | -3.8% |
| 3M | +5.5% | -13.8% | +19.3% | +7.6% |
| 6M | -17.8% | +24.5% | -42.3% | -27.3% |
| YTD | -36.2% | +55.1% | -91.3% | -48.6% |
| 1Y | -40.0% | +72.5% | -112.5% | -54.2% |
| 3Y | -8.3% | +24.5% | -32.8% | -28.3% |
| 5Y | -71.9% | +81.8% | -153.7% | -82.4% |
| All | -39.8% | +711.8% | -751.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling