+98.5%
TJX vs LSCC
+85.6%
+12.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | -3.3% | +5.2% | -8.5% | -3.8% |
| 30D | -19.9% | -9.6% | -10.2% | -19.0% |
| 3M | -19.0% | -17.8% | -1.3% | -17.9% |
| 6M | -18.6% | +37.4% | -56.0% | -23.0% |
| YTD | -15.3% | +59.7% | -75.0% | -22.0% |
| 1Y | -7.3% | +76.2% | -83.6% | -16.3% |
| 3Y | +46.6% | +28.2% | +18.4% | +35.2% |
| 5Y | +98.5% | +87.2% | +11.3% | +51.3% |
| All | +98.5% | +85.6% | +12.9% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling