+1,909.6%
LITE vs CHWY
-43.2%
+1,952.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | +5.2% | -13.6% | +18.8% | +7.5% |
| 30D | -0.6% | -8.5% | +8.0% | +0.3% |
| 3M | +4.2% | +8.9% | -4.7% | +1.4% |
| 6M | +38.0% | -20.5% | +58.4% | +40.7% |
| YTD | +151.5% | -38.2% | +189.7% | +168.2% |
| 1Y | +462.2% | -43.3% | +505.5% | +507.6% |
| 3Y | +1,810.6% | -8.5% | +1,819.2% | +1,728.9% |
| 5Y | +980.2% | -72.7% | +1,052.9% | +1,080.2% |
| All | +1,909.6% | -43.2% | +1,952.8% | +1,578.3% |
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