+1,870.5%
LITE vs CHWY
-0.4%
+1,870.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.7% | +11.3% |
| 7D | +12.6% | -1.9% | +14.5% | +12.9% |
| 30D | +9.9% | -1.1% | +11.0% | +9.8% |
| 3M | +9.3% | +15.5% | -6.2% | +5.6% |
| 6M | +75.2% | -8.5% | +83.7% | +76.3% |
| YTD | +165.5% | -29.6% | +195.1% | +182.6% |
| 1Y | +555.0% | -44.1% | +599.1% | +629.1% |
| 3Y | +1,870.5% | +1.2% | +1,869.3% | +1,695.4% |
| All | +1,870.5% | -0.4% | +1,870.9% | +1,695.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling