-68.0%
CHWY vs LTH
+152.0%
-219.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.7% | -9.1% | -10.1% |
| 7D | -14.1% | -4.0% | -10.1% | -12.6% |
| 30D | -8.1% | -1.7% | -6.5% | -7.7% |
| 3M | +1.7% | +28.0% | -26.3% | -8.4% |
| 6M | -20.7% | +54.1% | -74.7% | -34.6% |
| YTD | -37.2% | +57.1% | -94.3% | -49.0% |
| 1Y | -50.7% | +45.8% | -96.5% | -58.9% |
| 3Y | -9.7% | +157.6% | -167.3% | -45.8% |
| All | -68.0% | +152.0% | -219.9% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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