+43.1%
TJX vs LH
+58.7%
-15.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -4.6% | -4.7% | +0.1% | -3.7% |
| 30D | -17.2% | -3.5% | -13.7% | -16.6% |
| 3M | -24.9% | +17.7% | -42.6% | -27.6% |
| 6M | -19.7% | +15.8% | -35.4% | -22.3% |
| YTD | -17.2% | +25.1% | -42.3% | -21.4% |
| 1Y | -9.4% | +12.5% | -21.9% | -12.2% |
| 3Y | +43.1% | +59.8% | -16.7% | +31.2% |
| All | +43.1% | +58.7% | -15.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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