+35.2%
LYFT vs CHWY
-11.7%
+46.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +3.0% |
| 7D | -8.4% | -13.6% | +5.2% | -3.7% |
| 30D | -7.6% | -8.5% | +0.9% | -4.9% |
| 3M | +11.7% | +8.9% | +2.8% | +8.4% |
| 6M | +15.1% | -20.5% | +35.6% | +22.5% |
| YTD | -20.9% | -38.2% | +17.2% | -8.8% |
| 1Y | -16.4% | -43.3% | +26.9% | -1.7% |
| 3Y | +35.2% | -8.5% | +43.8% | +30.0% |
| All | +35.2% | -11.7% | +46.9% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling