-74.9%
LYFT vs CHWY
-43.2%
-31.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.8% |
| 7D | -8.4% | -13.6% | +5.2% | -4.6% |
| 30D | -7.6% | -8.5% | +0.9% | -5.4% |
| 3M | +11.7% | +8.9% | +2.8% | +9.0% |
| 6M | +15.1% | -20.5% | +35.6% | +21.2% |
| YTD | -20.9% | -38.2% | +17.2% | -11.1% |
| 1Y | -16.4% | -43.3% | +26.9% | -4.5% |
| 3Y | +35.2% | -8.5% | +43.8% | +29.4% |
| 5Y | -69.4% | -72.7% | +3.4% | -66.2% |
| All | -74.9% | -43.2% | -31.6% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling