+280.4%
SHW vs LULU
+53.6%
+226.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.3% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -10.0% | -18.1% | +8.1% | -6.2% |
| 3M | +2.3% | -18.8% | +21.0% | +6.7% |
| 6M | +0.7% | -39.2% | +39.9% | +11.9% |
| YTD | +0.5% | -52.4% | +52.9% | +18.1% |
| 1Y | -11.5% | -40.3% | +28.8% | -2.1% |
| 3Y | +21.3% | -75.1% | +96.4% | +60.0% |
| 5Y | +12.5% | -76.7% | +89.3% | +45.8% |
| All | +280.4% | +53.6% | +226.8% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling