+316.4%
TJX vs LII
+169.1%
+147.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.3% | +2.9% | -3.3% | -1.3% |
| 30D | -5.6% | +0.9% | -6.5% | -6.1% |
| 3M | -12.3% | -15.5% | +3.2% | -7.8% |
| 6M | -7.7% | -30.2% | +22.5% | +1.3% |
| YTD | -11.4% | -26.8% | +15.4% | -5.5% |
| 1Y | -7.0% | -25.3% | +18.2% | -1.7% |
| 3Y | +53.3% | -7.8% | +61.0% | +41.2% |
| 5Y | +109.9% | +17.0% | +92.9% | +69.0% |
| All | +316.4% | +169.1% | +147.3% | +152.7% |
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