-44.0%
LULU vs CHWY
-43.2%
-0.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.8% |
| 7D | -1.6% | -13.6% | +12.0% | +1.3% |
| 30D | -18.1% | -8.5% | -9.6% | -16.7% |
| 3M | -18.8% | +8.9% | -27.7% | -20.4% |
| 6M | -39.2% | -20.5% | -18.7% | -36.8% |
| YTD | -52.4% | -38.2% | -14.2% | -48.0% |
| 1Y | -40.3% | -43.3% | +3.0% | -34.0% |
| 3Y | -75.1% | -8.5% | -66.6% | -76.5% |
| 5Y | -76.7% | -72.7% | -4.0% | -73.9% |
| All | -44.0% | -43.2% | -0.8% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling