+73.0%
LMT vs CHWY
-72.6%
+145.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | -0.2% | -13.6% | +13.4% | -0.1% |
| 30D | -13.1% | -8.5% | -4.5% | -13.0% |
| 3M | -3.9% | +8.9% | -12.8% | -4.0% |
| 6M | -18.3% | -20.5% | +2.2% | -18.1% |
| YTD | +10.3% | -38.2% | +48.5% | +10.9% |
| 1Y | +14.2% | -43.3% | +57.5% | +14.9% |
| 3Y | +35.0% | -8.5% | +43.5% | +35.2% |
| All | +73.0% | -72.6% | +145.7% | +67.9% |
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