+90.9%
LYV vs CHWY
-72.6%
+163.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.5% |
| 7D | -1.9% | -13.6% | +11.7% | +0.2% |
| 30D | -8.2% | -8.5% | +0.4% | -7.0% |
| 3M | -1.3% | +8.9% | -10.2% | -3.0% |
| 6M | +2.6% | -20.5% | +23.1% | +5.3% |
| YTD | +19.4% | -38.2% | +57.6% | +27.3% |
| 1Y | -2.2% | -43.3% | +41.0% | +5.4% |
| 3Y | +106.0% | -8.5% | +114.6% | +96.7% |
| All | +90.9% | -72.6% | +163.6% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling