+347.3%
LNG vs CHWY
-43.2%
+390.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | -4.7% | -13.6% | +8.9% | -3.9% |
| 30D | +3.8% | -8.5% | +12.4% | +4.3% |
| 3M | +16.2% | +8.9% | +7.3% | +15.3% |
| 6M | +11.7% | -20.5% | +32.2% | +12.7% |
| YTD | +44.2% | -38.2% | +82.4% | +47.7% |
| 1Y | +18.6% | -43.3% | +61.8% | +22.0% |
| 3Y | +77.4% | -8.5% | +86.0% | +75.1% |
| 5Y | +232.3% | -72.7% | +305.0% | +238.4% |
| All | +347.3% | -43.2% | +390.5% | +323.0% |
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