+2,276.3%
TJX vs LDOS
+494.7%
+1,781.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 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