+43.2%
TJX vs LII
-1.0%
+44.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.8% |
| 7D | -4.0% | +0.5% | -4.4% | -4.0% |
| 30D | -20.3% | -11.2% | -9.1% | -19.0% |
| 3M | -23.3% | -28.8% | +5.5% | -20.1% |
| 6M | -19.7% | -26.9% | +7.2% | -17.2% |
| YTD | -17.1% | -22.2% | +5.1% | -15.6% |
| 1Y | -8.8% | -32.0% | +23.2% | -5.1% |
| All | +43.2% | -1.0% | +44.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling