+16.0%
CHWY vs LSCC
+99.6%
-83.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | 0.0% |
| 7D | -0.2% | +7.0% | -7.2% | -0.7% |
| 30D | +8.1% | -2.3% | +10.4% | +8.1% |
| 3M | +0.3% | -12.5% | +12.8% | +0.8% |
| 6M | +4.0% | -10.6% | +14.6% | +3.3% |
| YTD | -31.9% | +52.7% | -84.6% | -37.5% |
| 1Y | -32.8% | +74.0% | -106.7% | -39.5% |
| 3Y | +16.0% | +104.8% | -88.8% | -11.1% |
| All | +16.0% | +99.6% | -83.6% | -11.1% |
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