-17.4%
LUNR vs CHWY
-31.6%
+14.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.7% | -11.5% | -13.1% |
| 7D | -26.2% | +10.4% | -36.6% | -26.9% |
| 30D | -42.8% | +26.8% | -69.6% | -44.7% |
| 3M | -38.4% | -4.3% | -34.1% | -37.4% |
| 6M | -65.2% | -6.3% | -59.0% | -63.4% |
| YTD | -46.9% | -30.4% | -16.5% | -39.2% |
| 1Y | -17.4% | -30.5% | +13.0% | -5.6% |
| All | -17.4% | -31.6% | +14.2% | -5.6% |
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 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