+53.3%
TJX vs LDOS
+30.5%
+22.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | -5.6% | +8.2% | -13.8% | -6.4% |
| 3M | -12.3% | -8.2% | -4.2% | -11.5% |
| 6M | -7.7% | +5.8% | -13.5% | -8.8% |
| YTD | -11.4% | -27.0% | +15.6% | -9.0% |
| 1Y | -7.0% | -31.0% | +23.9% | -3.8% |
| 3Y | +53.3% | +29.3% | +24.0% | +36.4% |
| All | +53.3% | +30.5% | +22.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling