+1,193.3%
LITE vs CHWY
-37.4%
+1,230.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | -0.2% | +11.0% | +10.9% |
| 30D | -33.4% | +8.1% | -41.6% | -34.5% |
| 3M | -32.2% | +0.3% | -32.5% | -33.1% |
| 6M | -42.1% | +4.0% | -46.1% | -43.8% |
| YTD | +61.9% | -31.9% | +93.7% | +68.7% |
| 1Y | +163.0% | -32.8% | +195.7% | +174.8% |
| 3Y | +1,358.0% | +16.0% | +1,342.0% | +1,233.2% |
| 5Y | +549.9% | -70.7% | +620.6% | +600.5% |
| All | +1,193.3% | -37.4% | +1,230.8% | +955.5% |
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 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