-18.3%
LMT vs CHWY
-19.9%
+1.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.2% |
| 7D | -0.2% | -13.6% | +13.4% | -0.4% |
| 30D | -13.1% | -8.5% | -4.5% | -13.2% |
| 3M | -3.9% | +8.9% | -12.8% | -4.4% |
| 6M | -18.3% | -20.5% | +2.2% | -16.5% |
| All | -18.3% | -19.9% | +1.7% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling