-41.6%
CHWY vs LUMN
-18.3%
-23.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.2% |
| 7D | -13.6% | +2.5% | -16.1% | -13.8% |
| 30D | -8.5% | +10.3% | -18.9% | -9.5% |
| 3M | +8.9% | -18.3% | +27.2% | +10.4% |
| 6M | -20.5% | +4.4% | -24.8% | -21.4% |
| YTD | -38.2% | -10.7% | -27.5% | -38.5% |
| 1Y | -43.3% | +14.0% | -57.2% | -45.6% |
| 3Y | -8.5% | +406.6% | -415.1% | -34.9% |
| 5Y | -72.7% | -36.8% | -35.9% | -73.0% |
| All | -41.6% | -18.3% | -23.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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