+43.1%
LUV vs CHWY
-31.6%
+74.6%
-33.5%
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% | -3.9% |
| 7D | +1.7% | +10.4% | -8.7% | +0.1% |
| 30D | +4.7% | +26.8% | -22.1% | +0.7% |
| 3M | -8.5% | -4.3% | -4.2% | -7.9% |
| 6M | +12.9% | -6.3% | +19.2% | +13.6% |
| YTD | +9.0% | -30.4% | +39.4% | +11.5% |
| 1Y | +43.1% | -30.5% | +73.5% | +46.1% |
| All | +43.1% | -31.6% | +74.6% | +46.1% |
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