+1,254.3%
TJX vs LPLA
+1,273.0%
-18.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.0% | -1.5% | -2.4% | -3.6% |
| 30D | -20.3% | -6.0% | -14.4% | -19.1% |
| 3M | -23.3% | +21.4% | -44.6% | -27.1% |
| 6M | -19.7% | +12.1% | -31.8% | -22.5% |
| YTD | -17.1% | -1.8% | -15.3% | -17.8% |
| 1Y | -8.8% | +3.2% | -12.0% | -11.2% |
| 3Y | +43.4% | +45.9% | -2.6% | +23.2% |
| 5Y | +95.2% | +144.7% | -49.4% | +39.9% |
| 10Y | +288.1% | +1,222.4% | -934.4% | +86.1% |
| All | +1,254.3% | +1,273.0% | -18.7% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling