-8.8%
TJX vs LSCC
+74.7%
-83.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.2% |
| 7D | -4.0% | +1.4% | -5.3% | -3.9% |
| 30D | -20.3% | -10.0% | -10.3% | -20.4% |
| 3M | -23.3% | -16.1% | -7.2% | -23.3% |
| 6M | -19.7% | +27.4% | -47.1% | -20.3% |
| YTD | -17.1% | +56.9% | -74.0% | -17.8% |
| 1Y | -8.8% | +74.6% | -83.4% | -10.3% |
| All | -8.8% | +74.7% | -83.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling