+161.6%
LIN vs CHWY
-34.3%
+195.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -2.4% | -1.5% | -0.9% | -2.4% |
| 3M | -5.6% | +13.6% | -19.2% | -6.7% |
| 6M | -3.4% | -7.3% | +3.9% | -3.3% |
| YTD | +13.1% | -28.4% | +41.5% | +15.4% |
| 1Y | +2.5% | -42.5% | +45.0% | +6.2% |
| 3Y | +27.6% | -4.1% | +31.7% | +24.5% |
| 5Y | +63.0% | -69.2% | +132.2% | +66.9% |
| All | +161.6% | -34.3% | +195.9% | +117.8% |
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