+7,788.2%
SHOP vs LULU
+64.1%
+7,724.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.1% | -9.0% |
| 7D | -4.1% | -12.6% | +8.5% | +1.7% |
| 30D | -11.5% | -19.7% | +8.2% | -2.0% |
| 3M | +21.1% | -12.2% | +33.3% | +27.5% |
| 6M | +3.0% | -39.3% | +42.3% | +31.9% |
| YTD | -16.7% | -50.3% | +33.7% | +19.2% |
| 1Y | -8.3% | -38.6% | +30.3% | +15.7% |
| 3Y | +112.8% | -74.0% | +186.8% | +300.8% |
| 5Y | -9.3% | -72.9% | +63.6% | +68.9% |
| 10Y | +3,003.4% | +56.2% | +2,947.3% | +3,078.0% |
| All | +7,788.2% | +64.1% | +7,724.1% | +7,942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling