+97.2%
TJX vs LMT
+72.2%
+25.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -17.2% | -13.1% | -4.1% | -16.1% |
| 3M | -24.9% | -3.9% | -21.0% | -24.6% |
| 6M | -19.7% | -18.3% | -1.4% | -18.1% |
| YTD | -17.2% | +10.3% | -27.5% | -18.4% |
| 1Y | -9.4% | +14.2% | -23.7% | -11.1% |
| 3Y | +43.1% | +35.0% | +8.1% | +36.6% |
| All | +97.2% | +72.2% | +25.0% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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