+5,519.4%
LLY vs TTWO
+5,717.4%
-198.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | -5.1% | -13.5% | +8.4% | -4.0% |
| 3M | -2.1% | +0.3% | -2.4% | -2.2% |
| 6M | +13.8% | +0.8% | +13.0% | +13.5% |
| YTD | +5.1% | -16.7% | +21.8% | +6.2% |
| 1Y | +53.1% | -14.3% | +67.4% | +54.2% |
| 3Y | +95.6% | +49.4% | +46.2% | +87.9% |
| 5Y | +361.5% | +33.8% | +327.7% | +342.7% |
| 10Y | +1,545.2% | +392.8% | +1,152.4% | +1,317.0% |
| All | +5,519.4% | +5,717.4% | -198.0% | +3,900.3% |
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 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