+1,014.7%
LITE vs CHWY
-72.7%
+1,087.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.8% | +11.9% | +2.7% |
| 7D | +13.6% | -14.1% | +27.7% | +16.0% |
| 30D | +21.6% | -8.1% | +29.7% | +22.5% |
| 3M | +20.3% | +1.7% | +18.6% | +18.6% |
| 6M | +54.4% | -20.7% | +75.0% | +57.6% |
| YTD | +168.3% | -37.2% | +205.5% | +185.3% |
| 1Y | +551.8% | -50.7% | +602.5% | +619.1% |
| 3Y | +1,891.5% | -9.7% | +1,901.2% | +1,821.3% |
| 5Y | +1,014.7% | -72.9% | +1,087.6% | +1,027.3% |
| All | +1,014.7% | -72.7% | +1,087.4% | +1,027.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling