-20.2%
TJX vs LMT
-18.4%
-1.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | -18.6% | -10.8% | -7.8% | -18.2% |
| 3M | -24.4% | +1.6% | -26.0% | -23.6% |
| 6M | -20.2% | -17.6% | -2.7% | -17.4% |
| All | -20.2% | -18.4% | -1.8% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling