+146.1%
LITE vs TTWO
-5.8%
+152.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -4.3% |
| 7D | +22.6% | +6.4% | +16.2% | +25.6% |
| 30D | -36.8% | +13.3% | -50.1% | -33.3% |
| 3M | -33.0% | -6.6% | -26.4% | -32.2% |
| 6M | -37.1% | +0.4% | -37.5% | -35.4% |
| YTD | +69.5% | -11.4% | +80.8% | +109.6% |
| 1Y | +146.1% | -5.6% | +151.7% | +157.6% |
| All | +146.1% | -5.8% | +152.0% | +157.6% |
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