+95.2%
TJX vs LII
+21.2%
+74.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.6% |
| 7D | -4.0% | +0.5% | -4.4% | -4.1% |
| 30D | -20.3% | -11.2% | -9.1% | -18.1% |
| 3M | -23.3% | -28.8% | +5.5% | -17.9% |
| 6M | -19.7% | -26.9% | +7.2% | -15.2% |
| YTD | -17.1% | -22.2% | +5.1% | -14.3% |
| 1Y | -8.8% | -32.0% | +23.2% | -2.4% |
| 3Y | +43.4% | -0.4% | +43.8% | +29.7% |
| 5Y | +95.2% | +22.4% | +72.8% | +60.7% |
| All | +95.2% | +21.2% | +74.0% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling