+283.6%
TJX vs LNT
+148.3%
+135.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -1.0% | -3.5% | -4.2% |
| 30D | -17.2% | -4.2% | -12.9% | -15.7% |
| 3M | -24.9% | -6.7% | -18.2% | -22.9% |
| 6M | -19.7% | -3.6% | -16.1% | -18.8% |
| YTD | -17.2% | +5.9% | -23.1% | -19.6% |
| 1Y | -9.4% | +7.3% | -16.7% | -12.6% |
| 3Y | +43.1% | +46.5% | -3.4% | +19.4% |
| 5Y | +96.7% | +32.5% | +64.2% | +68.4% |
| All | +283.6% | +148.3% | +135.3% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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