+5,083.9%
LITE vs TTWO
+581.6%
+4,502.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -8.8% | +7.3% | +1.9% |
| 30D | +6.7% | -8.6% | +15.3% | +10.0% |
| 3M | -6.8% | -0.9% | -5.8% | -8.2% |
| 6M | +29.4% | -0.5% | +29.9% | +26.4% |
| YTD | +139.1% | -16.1% | +155.2% | +148.2% |
| 1Y | +521.0% | -10.8% | +531.8% | +527.3% |
| 3Y | +1,535.3% | +51.4% | +1,483.9% | +1,190.3% |
| 5Y | +889.8% | +33.7% | +856.1% | +692.1% |
| 10Y | +2,400.7% | +380.3% | +2,020.4% | +1,253.7% |
| All | +5,083.9% | +581.6% | +4,502.3% | +2,815.4% |
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 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