+232.7%
LITE vs CHWY
-28.3%
+261.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.1% | -14.0% | -5.8% |
| 7D | -31.4% | +13.4% | -44.8% | -28.3% |
| 30D | -42.6% | +28.4% | -71.0% | -38.1% |
| 3M | -26.2% | -2.9% | -23.3% | -23.1% |
| 6M | -35.8% | -4.7% | -31.1% | -30.1% |
| YTD | +70.0% | -29.2% | +99.2% | +98.0% |
| 1Y | +232.7% | -30.7% | +263.5% | +295.4% |
| All | +232.7% | -28.3% | +261.1% | +295.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling