+97.2%
TJX vs LH
+27.0%
+70.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -4.6% | -4.7% | +0.1% | -3.4% |
| 30D | -17.2% | -3.5% | -13.7% | -16.4% |
| 3M | -24.9% | +17.7% | -42.6% | -28.5% |
| 6M | -19.7% | +15.8% | -35.4% | -23.2% |
| YTD | -17.2% | +25.1% | -42.3% | -22.8% |
| 1Y | -9.4% | +12.5% | -21.9% | -13.1% |
| 3Y | +43.1% | +59.8% | -16.7% | +21.3% |
| All | +97.2% | +27.0% | +70.2% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling