+270.7%
TJX vs LBRT
+34.6%
+236.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.9% |
| 7D | -4.4% | +2.3% | -6.7% | -4.7% |
| 30D | -18.6% | -2.9% | -15.6% | -18.4% |
| 3M | -24.4% | -26.1% | +1.8% | -22.3% |
| 6M | -20.2% | -26.2% | +5.9% | -18.5% |
| YTD | -16.9% | +13.7% | -30.6% | -20.0% |
| 1Y | -8.5% | +93.6% | -102.1% | -18.6% |
| 3Y | +43.7% | +23.2% | +20.5% | +30.8% |
| 5Y | +97.3% | +125.5% | -28.2% | +56.2% |
| All | +270.7% | +34.6% | +236.2% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling