+42.2%
LLY vs TTWO
-4.9%
+47.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +6.7% | +6.0% | +0.7% | +7.1% |
| 30D | +19.6% | +13.2% | +6.4% | +20.5% |
| 3M | +19.7% | -5.8% | +25.5% | +18.9% |
| 6M | +42.7% | +0.4% | +42.4% | +43.1% |
| YTD | +35.1% | -11.0% | +46.1% | +37.0% |
| 1Y | +42.2% | -4.1% | +46.3% | +42.1% |
| All | +42.2% | -4.9% | +47.1% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling