+1,009.8%
LITE vs TJX
+97.7%
+912.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +11.8% |
| 7D | +12.6% | -3.3% | +15.9% | +13.7% |
| 30D | +9.9% | -19.9% | +29.8% | +18.4% |
| 3M | +9.3% | -19.0% | +28.3% | +16.3% |
| 6M | +75.2% | -18.6% | +93.8% | +84.7% |
| YTD | +165.5% | -15.3% | +180.8% | +173.7% |
| 1Y | +555.0% | -7.3% | +562.3% | +540.9% |
| 3Y | +1,870.5% | +46.6% | +1,823.9% | +1,421.7% |
| 5Y | +1,009.8% | +98.5% | +911.3% | +639.8% |
| All | +1,009.8% | +97.7% | +912.2% | +639.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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