-20.0%
LVS vs CHWY
-43.1%
+23.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.0% |
| 7D | -3.5% | -13.6% | +10.1% | -1.5% |
| 30D | -6.2% | -8.5% | +2.3% | -5.1% |
| 3M | -14.8% | +8.9% | -23.7% | -16.2% |
| 6M | -20.9% | -20.5% | -0.4% | -18.4% |
| YTD | -33.0% | -38.2% | +5.1% | -28.3% |
| 1Y | -20.0% | -43.3% | +23.2% | -13.0% |
| All | -20.0% | -43.1% | +23.1% | -13.0% |
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