+3,068.2%
LITE vs TTWO
+582.1%
+2,486.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | -35.9% | +13.0% | -48.9% | -39.1% |
| 30D | -51.5% | +5.3% | -56.8% | -52.8% |
| 3M | -35.7% | -7.6% | -28.2% | -34.8% |
| 6M | -43.0% | -3.2% | -39.8% | -44.2% |
| YTD | +46.1% | -16.1% | +62.2% | +49.8% |
| 1Y | +124.7% | -14.9% | +139.6% | +129.0% |
| 3Y | +1,172.1% | +59.9% | +1,112.2% | +869.1% |
| 5Y | +477.0% | +14.8% | +462.2% | +389.4% |
| 10Y | +1,465.7% | +344.9% | +1,120.8% | +740.4% |
| All | +3,068.2% | +582.1% | +2,486.0% | +1,659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling