+7.0%
SHW vs LULU
-31.7%
+38.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.8% | +1.9% | +5.7% |
| 7D | +13.3% | +6.5% | +6.8% | +11.9% |
| 30D | +14.1% | +20.3% | -6.2% | +10.1% |
| 3M | +0.8% | -8.9% | +9.7% | +1.6% |
| 6M | +17.6% | -13.1% | +30.8% | +18.6% |
| YTD | +13.0% | -46.1% | +59.1% | +20.0% |
| 1Y | +7.0% | -30.3% | +37.2% | +7.2% |
| All | +7.0% | -31.7% | +38.7% | +7.2% |
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