+462.2%
LITE vs CHWY
-43.1%
+505.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.3% |
| 7D | +5.2% | -13.6% | +18.8% | +3.3% |
| 30D | -0.6% | -8.5% | +8.0% | -1.7% |
| 3M | +4.2% | +8.9% | -4.7% | +4.3% |
| 6M | +38.0% | -20.5% | +58.4% | +42.8% |
| YTD | +151.5% | -38.2% | +189.7% | +165.8% |
| 1Y | +462.2% | -43.3% | +505.5% | +510.2% |
| All | +462.2% | -43.1% | +505.3% | +510.2% |
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