+46.6%
TJX vs LBRT
+27.1%
+19.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.4% |
| 7D | -3.3% | +6.9% | -10.2% | -3.3% |
| 30D | -19.9% | +7.8% | -27.7% | -19.9% |
| 3M | -19.0% | -25.3% | +6.2% | -18.7% |
| 6M | -18.6% | -19.6% | +1.0% | -18.5% |
| YTD | -15.3% | +17.2% | -32.5% | -16.4% |
| 1Y | -7.3% | +114.1% | -121.4% | -11.2% |
| 3Y | +46.6% | +27.0% | +19.6% | +38.9% |
| All | +46.6% | +27.1% | +19.5% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling