+81.5%
LMT vs CHWY
-43.2%
+124.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -0.2% | -13.6% | +13.4% | +0.2% |
| 30D | -13.1% | -8.5% | -4.5% | -12.9% |
| 3M | -3.9% | +8.9% | -12.8% | -4.2% |
| 6M | -18.3% | -20.5% | +2.2% | -17.9% |
| YTD | +10.3% | -38.2% | +48.5% | +11.6% |
| 1Y | +14.2% | -43.3% | +57.5% | +15.8% |
| 3Y | +35.0% | -8.5% | +43.5% | +34.0% |
| 5Y | +73.2% | -72.7% | +146.0% | +77.5% |
| All | +81.5% | -43.2% | +124.7% | +47.6% |
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