-8.8%
TJX vs LBRT
+119.0%
-127.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.1% |
| 7D | -4.0% | +10.2% | -14.1% | -3.7% |
| 30D | -20.3% | +4.9% | -25.2% | -20.2% |
| 3M | -23.3% | -21.2% | -2.0% | -23.6% |
| 6M | -19.7% | -19.9% | +0.2% | -20.2% |
| YTD | -17.1% | +20.8% | -37.9% | -17.6% |
| 1Y | -8.8% | +123.5% | -132.3% | -10.2% |
| All | -8.8% | +119.0% | -127.8% | -10.2% |
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