-2.4%
TJX vs LHX
-9.1%
+6.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -4.2% |
| 7D | -2.0% | -7.3% | +5.3% | -1.3% |
| 30D | +1.1% | +8.5% | -7.4% | -0.4% |
| 3M | -13.1% | -9.4% | -3.7% | -12.4% |
| 6M | -10.0% | -14.0% | +4.0% | -8.8% |
| YTD | -8.9% | -11.0% | +2.1% | -8.7% |
| 1Y | -2.4% | -8.6% | +6.2% | -2.3% |
| All | -2.4% | -9.1% | +6.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling