-11.5%
SHW vs LULU
-39.6%
+28.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.5% |
| 7D | -3.1% | -1.6% | -1.5% | -2.9% |
| 30D | -10.0% | -18.1% | +8.1% | -7.3% |
| 3M | +2.3% | -18.8% | +21.0% | +5.2% |
| 6M | +0.7% | -39.2% | +39.9% | +7.1% |
| YTD | +0.5% | -52.4% | +52.9% | +10.4% |
| 1Y | -11.5% | -40.3% | +28.8% | -6.8% |
| All | -11.5% | -39.6% | +28.2% | -6.8% |
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