+140.8%
LLY vs TTWO
+54.3%
+86.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.7% | +6.0% | +0.7% | +6.3% |
| 30D | +19.6% | +13.2% | +6.4% | +18.4% |
| 3M | +19.7% | -5.8% | +25.5% | +20.2% |
| 6M | +42.7% | +0.4% | +42.4% | +42.3% |
| YTD | +35.1% | -11.0% | +46.1% | +37.5% |
| 1Y | +42.2% | -4.1% | +46.3% | +42.7% |
| 3Y | +140.8% | +51.8% | +89.0% | +110.0% |
| All | +140.8% | +54.3% | +86.5% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling