-7.2%
CHWY vs LSCC
+24.3%
-31.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.7% | -9.1% | -10.7% |
| 7D | -14.1% | +1.4% | -15.5% | -14.3% |
| 30D | -8.1% | -10.0% | +1.9% | -7.3% |
| 3M | +1.7% | -16.1% | +17.8% | +2.9% |
| 6M | -20.7% | +27.4% | -48.0% | -24.5% |
| YTD | -37.2% | +56.9% | -94.1% | -42.2% |
| 1Y | -50.7% | +74.6% | -125.3% | -55.6% |
| All | -7.2% | +24.3% | -31.5% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling