+3.2%
TJX vs LBRT
-25.0%
+28.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.2% | +16.4% | +4.3% |
| 7D | +4.6% | -25.3% | +29.9% | +2.7% |
| 30D | +7.7% | -32.9% | +40.6% | +5.4% |
| 3M | -7.8% | -33.3% | +25.5% | -9.7% |
| 6M | -5.8% | -61.0% | +55.2% | -10.2% |
| YTD | -4.9% | -28.0% | +23.1% | -7.7% |
| 1Y | +3.2% | -21.5% | +24.7% | +1.2% |
| All | +3.2% | -25.0% | +28.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling