-33.5%
CHWY vs LSCC
+735.6%
-769.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | -1.9% | +5.2% | -7.1% | -3.4% |
| 30D | -1.1% | -9.6% | +8.5% | +1.5% |
| 3M | +15.5% | -17.8% | +33.3% | +19.6% |
| 6M | -8.5% | +37.4% | -45.9% | -21.8% |
| YTD | -29.6% | +59.7% | -89.3% | -43.8% |
| 1Y | -44.1% | +76.2% | -120.3% | -57.6% |
| 3Y | +1.2% | +28.2% | -27.0% | -21.6% |
| 5Y | -69.4% | +87.2% | -156.6% | -81.0% |
| All | -33.5% | +735.6% | -769.1% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling