+5,083.9%
LITE vs TJX
+348.4%
+4,735.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | -2.2% | +0.7% | -0.7% |
| 30D | +6.7% | -17.1% | +23.8% | +14.3% |
| 3M | -6.8% | -16.5% | +9.7% | -1.4% |
| 6M | +29.4% | -17.8% | +47.3% | +37.0% |
| YTD | +139.1% | -13.2% | +152.3% | +146.7% |
| 1Y | +521.0% | -5.2% | +526.2% | +514.4% |
| 3Y | +1,535.3% | +48.2% | +1,487.0% | +1,236.1% |
| 5Y | +889.8% | +99.8% | +790.1% | +602.9% |
| 10Y | +2,400.7% | +291.1% | +2,109.6% | +1,373.8% |
| All | +5,083.9% | +348.4% | +4,735.4% | +2,927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling