+2,334.2%
TJX vs LDOS
+495.0%
+1,839.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.7% |
| 7D | -3.6% | -7.2% | +3.6% | -1.3% |
| 30D | -2.5% | +16.8% | -19.4% | -7.2% |
| 3M | -16.2% | -1.6% | -14.7% | -16.2% |
| 6M | -12.4% | -1.0% | -11.4% | -13.0% |
| YTD | -11.1% | -25.8% | +14.7% | -4.3% |
| 1Y | -4.7% | -31.1% | +26.3% | +4.9% |
| 3Y | +54.8% | +32.8% | +22.0% | +33.2% |
| 5Y | +104.3% | +49.4% | +54.9% | +64.8% |
| 10Y | +332.7% | +253.9% | +78.9% | +165.1% |
| All | +2,334.2% | +495.0% | +1,839.2% | +1,082.5% |
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