+283.6%
TJX vs LPLA
+1,251.7%
-968.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -4.6% | -1.5% | -3.0% | -4.2% |
| 30D | -17.2% | -6.0% | -11.2% | -15.7% |
| 3M | -24.9% | +24.0% | -48.9% | -29.7% |
| 6M | -19.7% | +17.0% | -36.7% | -23.9% |
| YTD | -17.2% | -0.7% | -16.5% | -18.2% |
| 1Y | -9.4% | +2.1% | -11.5% | -11.9% |
| 3Y | +43.1% | +48.7% | -5.6% | +18.2% |
| 5Y | +96.7% | +151.2% | -54.5% | +27.1% |
| All | +283.6% | +1,251.7% | -968.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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