+43,572.7%
TJX vs LHX
+7,762.2%
+35,810.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -4.6% | -4.3% | -0.3% | -3.5% |
| 30D | -17.2% | -15.1% | -2.0% | -13.5% |
| 3M | -24.9% | -21.0% | -3.9% | -20.3% |
| 6M | -19.7% | -32.0% | +12.3% | -11.4% |
| YTD | -17.2% | -15.3% | -1.9% | -14.2% |
| 1Y | -9.4% | -11.1% | +1.6% | -7.6% |
| 3Y | +43.1% | +54.0% | -10.9% | +24.4% |
| 5Y | +96.7% | +17.1% | +79.6% | +80.9% |
| 10Y | +287.7% | +225.8% | +61.9% | +171.2% |
| All | +43,572.7% | +7,762.2% | +35,810.6% | +10,611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling