+188.1%
LIN vs CHWY
-37.4%
+225.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.8% | +8.1% | -1.3% | +6.1% |
| 3M | +10.4% | +0.3% | +10.1% | +10.1% |
| 6M | +3.2% | +4.0% | -0.9% | +2.4% |
| YTD | +24.6% | -31.9% | +56.5% | +27.4% |
| 1Y | +24.4% | -32.8% | +57.1% | +27.3% |
| 3Y | +36.7% | +16.0% | +20.7% | +31.1% |
| 5Y | +67.0% | -70.7% | +137.7% | +71.7% |
| All | +188.1% | -37.4% | +225.6% | +140.5% |
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