+283.6%
TJX vs LNG
+562.2%
-278.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -4.7% | +0.1% | -3.7% |
| 30D | -17.2% | +3.8% | -21.0% | -17.8% |
| 3M | -24.9% | +16.2% | -41.1% | -27.2% |
| 6M | -19.7% | +11.7% | -31.4% | -22.0% |
| YTD | -17.2% | +44.2% | -61.4% | -23.8% |
| 1Y | -9.4% | +18.6% | -28.0% | -13.3% |
| 3Y | +43.1% | +77.4% | -34.3% | +23.5% |
| 5Y | +96.7% | +232.3% | -135.6% | +40.4% |
| All | +283.6% | +562.2% | -278.6% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling