+37.3%
LNG vs CHWY
-31.6%
+68.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.4% |
| 7D | -12.3% | +10.4% | -22.8% | -11.5% |
| 30D | +1.6% | +26.8% | -25.2% | +3.6% |
| 3M | +10.0% | -4.3% | +14.3% | +9.8% |
| 6M | +4.2% | -6.3% | +10.5% | +4.6% |
| YTD | +44.8% | -30.4% | +75.3% | +44.7% |
| 1Y | +37.3% | -30.5% | +67.7% | +36.9% |
| All | +37.3% | -31.6% | +68.9% | +36.9% |
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 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