+390.7%
LLY vs TTWO
+41.7%
+349.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -7.4% | -13.4% | +5.9% | -6.4% |
| 3M | -1.0% | +3.1% | -4.1% | -1.5% |
| 6M | +12.5% | +3.8% | +8.7% | +11.7% |
| YTD | +5.0% | -15.3% | +20.3% | +6.4% |
| 1Y | +49.8% | -11.1% | +60.9% | +50.7% |
| 3Y | +95.5% | +52.0% | +43.5% | +85.1% |
| 5Y | +390.7% | +40.9% | +349.7% | +342.5% |
| All | +390.7% | +41.7% | +349.0% | +342.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling