-8.6%
LHX vs CHWY
-31.6%
+23.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -7.3% | +10.4% | -17.7% | -8.0% |
| 30D | +8.5% | +26.8% | -18.3% | +6.5% |
| 3M | -9.4% | -4.3% | -5.1% | -9.4% |
| 6M | -14.0% | -6.3% | -7.7% | -13.3% |
| YTD | -11.0% | -30.4% | +19.4% | -8.5% |
| 1Y | -8.6% | -30.5% | +21.8% | -6.0% |
| All | -8.6% | -31.6% | +23.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling