+163.0%
LITE vs TTWO
-4.9%
+167.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.4% |
| 7D | +10.8% | +6.0% | +4.7% | +13.5% |
| 30D | -33.4% | +13.2% | -46.7% | -29.7% |
| 3M | -32.2% | -5.8% | -26.4% | -31.3% |
| 6M | -42.1% | +0.4% | -42.5% | -40.5% |
| YTD | +61.9% | -11.0% | +72.9% | +97.0% |
| 1Y | +163.0% | -4.1% | +167.1% | +166.1% |
| All | +163.0% | -4.9% | +167.9% | +166.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling