+27.2%
LYV vs CHWY
-32.3%
+59.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.1% |
| 7D | -1.5% | +6.0% | -7.4% | -2.1% |
| 30D | +2.6% | +23.8% | -21.2% | +0.2% |
| 3M | -3.6% | -3.7% | +0.1% | -3.3% |
| 6M | +4.4% | -8.3% | +12.7% | +5.1% |
| YTD | +23.0% | -31.7% | +54.7% | +26.1% |
| 1Y | +27.2% | -31.3% | +58.5% | +28.5% |
| All | +27.2% | -32.3% | +59.5% | +28.5% |
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