+115.0%
TJX vs LSCC
+36.3%
+78.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -0.5% | +5.0% | -5.5% | -1.0% |
| 30D | -1.3% | -11.7% | +10.4% | -0.4% |
| 3M | -13.5% | -13.3% | -0.2% | -12.7% |
| 6M | -10.1% | -12.5% | +2.4% | -10.3% |
| YTD | -10.0% | +51.2% | -61.2% | -17.0% |
| 1Y | -5.5% | +65.9% | -71.4% | -14.1% |
| 3Y | +55.5% | +95.3% | -39.8% | +30.7% |
| All | +115.0% | +36.3% | +78.7% | +80.3% |
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