+17.9%
LMT vs CHWY
-42.5%
+60.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.5% |
| 7D | -6.3% | +1.7% | -8.0% | -6.2% |
| 30D | -8.5% | -1.5% | -7.0% | -8.5% |
| 3M | +1.8% | +13.6% | -11.8% | +2.1% |
| 6M | -19.9% | -7.3% | -12.7% | -19.4% |
| YTD | +10.6% | -28.4% | +39.0% | +11.3% |
| 1Y | +17.9% | -42.5% | +60.5% | +18.3% |
| All | +17.9% | -42.5% | +60.5% | +18.3% |
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 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