+283.6%
TJX vs LII
+165.8%
+117.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.2% |
| 7D | -4.6% | -6.3% | +1.7% | -2.6% |
| 30D | -17.2% | -13.0% | -4.1% | -13.4% |
| 3M | -24.9% | -29.0% | +4.1% | -17.6% |
| 6M | -19.7% | -27.7% | +8.0% | -13.2% |
| YTD | -17.2% | -24.2% | +7.0% | -12.4% |
| 1Y | -9.4% | -34.8% | +25.4% | +0.7% |
| 3Y | +43.1% | -4.2% | +47.3% | +30.2% |
| 5Y | +96.7% | +20.9% | +75.8% | +57.2% |
| All | +283.6% | +165.8% | +117.8% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling