CPD responded to an alarm at Lids, located at 125 S. State St., and found the window of the business' front door had been shattered with a rock.
Several clothing items were stolen, according to Chicago police.
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A hanger could be seen outside the storefront, as the building's windows were boarded up early Wednesday morning.
In April, there was an attempted burglary at the State Street Macy's.
No one is in custody, and Area One detectives are investigating.