+106.0%
LYV vs CHWY
-11.7%
+117.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.4% |
| 7D | -1.9% | -13.6% | +11.7% | -0.3% |
| 30D | -8.2% | -8.5% | +0.4% | -7.3% |
| 3M | -1.3% | +8.9% | -10.2% | -2.5% |
| 6M | +2.6% | -20.5% | +23.1% | +4.7% |
| YTD | +19.4% | -38.2% | +57.6% | +25.3% |
| 1Y | -2.2% | -43.3% | +41.0% | +3.5% |
| 3Y | +106.0% | -8.5% | +114.6% | +114.3% |
| All | +106.0% | -11.7% | +117.7% | +114.3% |
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 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