+328.2%
TJX vs LDOS
+262.7%
+65.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.3% |
| 7D | -2.0% | -5.8% | +3.8% | -0.2% |
| 30D | -0.5% | +11.6% | -12.0% | -4.0% |
| 3M | -14.1% | -1.0% | -13.1% | -14.2% |
| 6M | -9.4% | +5.1% | -14.4% | -11.7% |
| YTD | -9.2% | -24.0% | +14.8% | -2.5% |
| 1Y | -3.3% | -30.3% | +27.0% | +7.0% |
| 3Y | +57.1% | +37.0% | +20.2% | +28.9% |
| 5Y | +112.3% | +53.4% | +59.0% | +60.6% |
| 10Y | +328.2% | +252.0% | +76.2% | +194.2% |
| All | +328.2% | +262.7% | +65.5% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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