+4,352.3%
TJX vs LII
+3,124.4%
+1,227.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -17.1% | -12.6% | -4.5% | -14.2% |
| 3M | -16.5% | -24.4% | +8.0% | -11.2% |
| 6M | -17.8% | -28.7% | +10.9% | -11.6% |
| YTD | -13.2% | -19.1% | +5.9% | -10.1% |
| 1Y | -5.2% | -29.7% | +24.5% | +1.6% |
| 3Y | +48.2% | +4.8% | +43.5% | +38.4% |
| 5Y | +99.8% | +24.6% | +75.2% | +74.5% |
| 10Y | +291.1% | +169.2% | +121.9% | +173.8% |
| All | +4,352.3% | +3,124.4% | +1,227.9% | +1,364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling