+53.3%
TJX vs LII
-8.2%
+61.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -0.3% | +2.9% | -3.3% | -0.8% |
| 30D | -5.6% | +0.9% | -6.5% | -5.8% |
| 3M | -12.3% | -15.5% | +3.2% | -10.3% |
| 6M | -7.7% | -30.2% | +22.5% | -3.9% |
| YTD | -11.4% | -26.8% | +15.4% | -9.1% |
| 1Y | -7.0% | -25.3% | +18.2% | -5.0% |
| 3Y | +53.3% | -7.8% | +61.0% | +44.8% |
| All | +53.3% | -8.2% | +61.4% | +44.8% |
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