+1,618.0%
LITE vs TTWO
+319.3%
+1,298.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.5% | +14.2% | +12.0% |
| 7D | -12.9% | +8.0% | -20.9% | -16.1% |
| 30D | -46.0% | -2.8% | -43.1% | -45.9% |
| 3M | -33.0% | -15.9% | -17.2% | -29.5% |
| 6M | -34.0% | -5.9% | -28.1% | -35.0% |
| YTD | +61.7% | -19.0% | +80.7% | +68.0% |
| 1Y | +148.3% | -10.6% | +158.9% | +147.0% |
| 3Y | +1,408.5% | +41.7% | +1,366.8% | +1,080.5% |
| 5Y | +546.2% | +11.0% | +535.2% | +446.1% |
| All | +1,618.0% | +319.3% | +1,298.7% | +482.4% |
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