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  • TJX vs LDOS✓SelectedUSD · LDOSTJX vs LDOS performance historyLatest closeAs of-0.08%09/04
Stock and ETF performance explorer

TJX vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,276.3%
LDOS return
+494.7%
Excess return
+1,781.6%
Maximum drawdown
-50.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
1D-0.1%+0.5%-0.6%-0.2%
7D-2.2%-5.4%+3.2%-0.6%
30D-17.1%+4.9%-22.0%-18.5%
3M-16.5%+7.2%-23.7%-18.8%
6M-17.8%-24.2%+6.4%-11.2%
YTD-13.2%-25.8%+12.6%-6.3%
1Y-5.2%-24.7%+19.5%+1.5%
3Y+48.2%+39.3%+9.0%+25.5%
5Y+99.8%+43.3%+56.5%+63.8%
10Y+291.1%+278.6%+12.5%+135.1%
All+2,276.3%+494.7%+1,781.6%+1,057.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling