-4.9%
SHOP vs LULU
-31.7%
+26.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.8% | +2.6% | +5.2% |
| 7D | -9.0% | +6.5% | -15.5% | -11.4% |
| 30D | -4.4% | +20.3% | -24.7% | -12.2% |
| 3M | +24.1% | -8.9% | +33.0% | +28.0% |
| 6M | +20.0% | -13.1% | +33.1% | +26.4% |
| YTD | -4.9% | -46.1% | +41.1% | +29.0% |
| 1Y | -4.9% | -30.3% | +25.3% | +6.4% |
| All | -4.9% | -31.7% | +26.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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