+316.4%
TJX vs LDOS
+226.9%
+89.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | -1.6% | +1.3% | +0.2% |
| 30D | -5.6% | +8.2% | -13.8% | -8.1% |
| 3M | -12.3% | -8.2% | -4.2% | -10.2% |
| 6M | -7.7% | +5.8% | -13.5% | -10.4% |
| YTD | -11.4% | -27.0% | +15.6% | -3.7% |
| 1Y | -7.0% | -31.0% | +23.9% | +3.1% |
| 3Y | +53.3% | +29.3% | +24.0% | +28.2% |
| 5Y | +109.9% | +48.7% | +61.2% | +60.0% |
| All | +316.4% | +226.9% | +89.5% | +171.2% |
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