+1,810.4%
LITE vs CHWY
-34.3%
+1,844.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.2% |
| 7D | -1.5% | +1.7% | -3.3% | -1.8% |
| 30D | +6.7% | -1.5% | +8.2% | +6.6% |
| 3M | -6.8% | +13.6% | -20.4% | -9.7% |
| 6M | +29.4% | -7.3% | +36.7% | +29.1% |
| YTD | +139.1% | -28.4% | +167.5% | +149.4% |
| 1Y | +521.0% | -42.5% | +563.5% | +569.4% |
| 3Y | +1,535.3% | -4.1% | +1,539.4% | +1,457.8% |
| 5Y | +889.8% | -69.2% | +959.0% | +962.9% |
| All | +1,810.4% | -34.3% | +1,844.7% | +1,460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling