+1,549.9%
LLY vs TTWO
+406.5%
+1,143.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -8.4% | -11.3% | +2.9% | -7.1% |
| 3M | -3.8% | +1.6% | -5.4% | -4.2% |
| 6M | +11.9% | +2.1% | +9.9% | +11.1% |
| YTD | +4.3% | -15.8% | +20.2% | +6.1% |
| 1Y | +48.5% | -12.6% | +61.1% | +50.0% |
| 3Y | +91.2% | +48.2% | +43.0% | +77.5% |
| 5Y | +387.5% | +40.0% | +347.5% | +348.3% |
| All | +1,549.9% | +406.5% | +1,143.4% | +1,296.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling