+3,344.5%
LITE vs TTWO
+613.1%
+2,731.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.3% | -10.1% | -4.8% |
| 7D | -13.9% | +15.2% | -29.1% | -19.0% |
| 30D | -46.9% | +5.2% | -52.2% | -48.4% |
| 3M | -28.0% | -11.4% | -16.6% | -25.9% |
| 6M | -35.2% | +1.9% | -37.1% | -38.0% |
| YTD | +58.9% | -12.3% | +71.1% | +59.7% |
| 1Y | +125.3% | -4.0% | +129.3% | +118.3% |
| 3Y | +1,344.4% | +51.9% | +1,292.5% | +1,026.4% |
| 5Y | +541.2% | +22.9% | +518.2% | +427.7% |
| 10Y | +1,587.5% | +378.6% | +1,209.0% | +786.1% |
| All | +3,344.5% | +613.1% | +2,731.4% | +1,775.5% |
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