+48.1%
LHX vs CHWY
-43.2%
+91.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -4.3% | -13.6% | +9.4% | -3.6% |
| 30D | -15.1% | -8.5% | -6.6% | -14.8% |
| 3M | -21.0% | +8.9% | -29.9% | -21.4% |
| 6M | -32.0% | -20.5% | -11.5% | -31.4% |
| YTD | -15.3% | -38.2% | +22.8% | -13.7% |
| 1Y | -11.1% | -43.3% | +32.2% | -9.0% |
| 3Y | +54.0% | -8.5% | +62.6% | +52.2% |
| 5Y | +17.1% | -72.7% | +89.9% | +20.0% |
| All | +48.1% | -43.2% | +91.3% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling