-15.6%
LVS vs CHWY
-43.2%
+27.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.8% |
| 7D | -3.5% | -13.6% | +10.1% | -2.2% |
| 30D | -6.2% | -8.5% | +2.3% | -5.5% |
| 3M | -14.8% | +8.9% | -23.7% | -15.7% |
| 6M | -20.9% | -20.5% | -0.4% | -19.5% |
| YTD | -33.0% | -38.2% | +5.1% | -30.4% |
| 1Y | -20.0% | -43.3% | +23.2% | -16.3% |
| 3Y | -6.9% | -8.5% | +1.6% | -9.1% |
| 5Y | +9.1% | -72.7% | +81.8% | +9.5% |
| All | -15.6% | -43.2% | +27.6% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling