+1,677.0%
SHW vs LULU
+697.8%
+979.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.0% |
| 7D | -3.2% | -16.9% | +13.7% | +0.1% |
| 30D | -11.4% | -22.0% | +10.6% | -7.2% |
| 3M | +3.5% | -17.8% | +21.3% | +7.1% |
| 6M | -3.4% | -41.3% | +37.9% | +6.7% |
| YTD | -0.3% | -52.0% | +51.7% | +14.3% |
| 1Y | -10.4% | -39.8% | +29.4% | -2.4% |
| 3Y | +21.3% | -74.8% | +96.1% | +52.8% |
| 5Y | +12.9% | -76.3% | +89.2% | +40.3% |
| 10Y | +284.1% | +53.9% | +230.2% | +218.9% |
| All | +1,677.0% | +697.8% | +979.3% | +734.6% |
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