+369.0%
LIN vs TTWO
+390.3%
-21.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -4.0% | -2.3% | -1.6% | -3.6% |
| 30D | -4.9% | -16.7% | +11.8% | -1.9% |
| 3M | -9.2% | -0.4% | -8.8% | -9.4% |
| 6M | -2.6% | -1.6% | -0.9% | -2.9% |
| YTD | +10.5% | -17.5% | +28.1% | +13.5% |
| 1Y | -0.1% | -14.8% | +14.7% | +1.7% |
| 3Y | +25.4% | +47.9% | -22.5% | +12.9% |
| 5Y | +59.7% | +34.5% | +25.2% | +42.8% |
| 10Y | +369.0% | +394.0% | -25.0% | +236.5% |
| All | +369.0% | +390.3% | -21.4% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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