-31.8%
LVS vs CHWY
-28.3%
-3.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.1% | +0.4% | +5.5% |
| 7D | +13.4% | +13.4% | 0.0% | +11.3% |
| 30D | +12.2% | +28.4% | -16.2% | +8.1% |
| 3M | -10.7% | -2.9% | -7.8% | -10.7% |
| 6M | -19.8% | -4.7% | -15.1% | -19.9% |
| YTD | -35.8% | -29.2% | -6.6% | -32.5% |
| 1Y | -31.8% | -30.7% | -1.1% | -27.9% |
| All | -31.8% | -28.3% | -3.5% | -27.9% |
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