+152.9%
LIN vs CHWY
-41.4%
+194.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -4.3% | -12.0% | +7.8% | -3.3% |
| 30D | -5.6% | -6.2% | +0.6% | -5.2% |
| 3M | -9.0% | +5.5% | -14.5% | -9.6% |
| 6M | -2.5% | -17.8% | +15.3% | -1.4% |
| YTD | +9.3% | -36.2% | +45.5% | +12.5% |
| 1Y | -1.0% | -40.0% | +38.9% | +2.2% |
| 3Y | +24.0% | -8.3% | +32.3% | +21.2% |
| 5Y | +59.1% | -71.9% | +131.0% | +64.0% |
| All | +152.9% | -41.4% | +194.3% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling