+12.0%
SHW vs LULU
-76.9%
+88.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.4% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -10.0% | -18.1% | +8.1% | -6.8% |
| 3M | +2.3% | -18.8% | +21.0% | +6.0% |
| 6M | +0.7% | -39.2% | +39.9% | +10.0% |
| YTD | +0.5% | -52.4% | +52.9% | +14.9% |
| 1Y | -11.5% | -40.3% | +28.8% | -3.8% |
| 3Y | +21.3% | -75.1% | +96.4% | +53.8% |
| All | +12.0% | -76.9% | +88.9% | +39.3% |
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