-11.2%
SHOP vs LULU
-39.6%
+28.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +0.7% |
| 7D | -11.2% | -1.6% | -9.6% | -10.6% |
| 30D | -14.4% | -18.1% | +3.7% | -7.4% |
| 3M | +16.6% | -18.8% | +35.4% | +26.3% |
| 6M | -0.6% | -39.2% | +38.6% | +24.1% |
| YTD | -20.0% | -52.4% | +32.4% | +14.2% |
| 1Y | -11.2% | -40.3% | +29.1% | +12.2% |
| All | -11.2% | -39.6% | +28.4% | +12.2% |
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