+283.6%
TJX vs LUV
+20.2%
+263.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -4.6% | -1.0% | -3.6% | -4.3% |
| 30D | -17.2% | -12.4% | -4.8% | -14.1% |
| 3M | -24.9% | -11.0% | -13.9% | -22.8% |
| 6M | -19.7% | -5.0% | -14.7% | -19.5% |
| YTD | -17.2% | -3.8% | -13.4% | -18.3% |
| 1Y | -9.4% | +25.9% | -35.3% | -18.0% |
| 3Y | +43.1% | +42.2% | +0.8% | +17.4% |
| 5Y | +96.7% | -10.8% | +107.5% | +86.6% |
| All | +283.6% | +20.2% | +263.4% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling