+361.6%
LRCX vs CHWY
-11.7%
+373.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | -3.1% | -13.6% | +10.5% | -1.6% |
| 30D | -8.6% | -8.5% | 0.0% | -7.9% |
| 3M | -17.7% | +8.9% | -26.6% | -19.3% |
| 6M | +36.4% | -20.5% | +56.8% | +39.3% |
| YTD | +74.5% | -38.2% | +112.7% | +85.4% |
| 1Y | +159.4% | -43.3% | +202.7% | +178.5% |
| 3Y | +361.6% | -8.5% | +370.1% | +374.8% |
| All | +361.6% | -11.7% | +373.3% | +374.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling