-14.3%
SHOP vs LULU
-77.4%
+63.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.7% |
| 7D | -13.2% | -20.4% | +7.2% | -1.2% |
| 30D | -17.0% | -22.9% | +5.8% | -4.1% |
| 3M | +17.0% | -18.5% | +35.5% | +30.3% |
| 6M | -2.1% | -41.8% | +39.7% | +34.5% |
| YTD | -21.4% | -53.4% | +32.0% | +25.6% |
| 1Y | -11.0% | -40.9% | +29.9% | +19.4% |
| 3Y | +100.9% | -75.6% | +176.5% | +345.4% |
| All | -14.3% | -77.4% | +63.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling