+289.1%
TJX vs LDOS
+260.1%
+28.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.5% |
| 7D | -3.3% | -7.1% | +3.9% | -0.9% |
| 30D | -19.9% | -6.1% | -13.8% | -18.3% |
| 3M | -19.0% | +5.6% | -24.7% | -21.0% |
| 6M | -18.6% | -26.9% | +8.3% | -10.6% |
| YTD | -15.3% | -27.9% | +12.6% | -7.3% |
| 1Y | -7.3% | -26.8% | +19.5% | +0.4% |
| 3Y | +46.6% | +39.6% | +7.0% | +19.0% |
| 5Y | +98.5% | +39.4% | +59.1% | +56.6% |
| 10Y | +289.1% | +260.0% | +29.1% | +151.2% |
| All | +289.1% | +260.1% | +28.9% | +151.2% |
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