+59.7%
LIN vs CHWY
-72.7%
+132.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.5% | +0.5% |
| 7D | -4.0% | -14.1% | +10.2% | -2.8% |
| 30D | -4.9% | -8.1% | +3.2% | -4.4% |
| 3M | -9.2% | +1.7% | -10.9% | -9.5% |
| 6M | -2.6% | -20.7% | +18.1% | -1.2% |
| YTD | +10.5% | -37.2% | +47.7% | +14.0% |
| 1Y | -0.1% | -50.7% | +50.6% | +4.8% |
| 3Y | +25.4% | -9.7% | +35.1% | +22.8% |
| 5Y | +59.7% | -72.9% | +132.6% | +60.1% |
| All | +59.7% | -72.7% | +132.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling