+46.6%
TJX vs LSCC
+27.3%
+19.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.4% |
| 7D | -3.3% | +5.2% | -8.5% | -3.5% |
| 30D | -19.9% | -9.6% | -10.2% | -19.5% |
| 3M | -19.0% | -17.8% | -1.3% | -18.5% |
| 6M | -18.6% | +37.4% | -56.0% | -20.6% |
| YTD | -15.3% | +59.7% | -75.0% | -18.5% |
| 1Y | -7.3% | +76.2% | -83.6% | -11.7% |
| 3Y | +46.6% | +28.2% | +18.4% | +40.4% |
| All | +46.6% | +27.3% | +19.3% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling