+1,408.5%
LITE vs TTWO
+39.5%
+1,369.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.5% | +14.2% | +11.0% |
| 7D | -12.9% | +8.0% | -20.9% | -13.9% |
| 30D | -46.0% | -2.8% | -43.1% | -45.8% |
| 3M | -33.0% | -15.9% | -17.2% | -31.2% |
| 6M | -34.0% | -5.9% | -28.1% | -34.8% |
| YTD | +61.7% | -19.0% | +80.7% | +70.0% |
| 1Y | +148.3% | -10.6% | +158.9% | +149.7% |
| 3Y | +1,408.5% | +41.7% | +1,366.8% | +1,046.2% |
| All | +1,408.5% | +39.5% | +1,369.0% | +1,046.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling