+103.3%
TJX vs LDOS
+43.9%
+59.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.2% | -5.4% | +3.2% | -1.5% |
| 30D | -17.1% | +4.9% | -22.0% | -17.8% |
| 3M | -16.5% | +7.2% | -23.7% | -17.6% |
| 6M | -17.8% | -24.2% | +6.4% | -14.9% |
| YTD | -13.2% | -25.8% | +12.6% | -10.1% |
| 1Y | -5.2% | -24.7% | +19.5% | -2.2% |
| 3Y | +48.2% | +39.3% | +9.0% | +34.0% |
| All | +103.3% | +43.9% | +59.4% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling