+7,126.1%
LLY vs TTWO
+6,113.7%
+1,012.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.7% | +6.0% | +0.7% | +6.2% |
| 30D | +19.6% | +13.2% | +6.4% | +18.3% |
| 3M | +19.7% | -5.8% | +25.5% | +20.1% |
| 6M | +42.7% | +0.4% | +42.4% | +42.2% |
| YTD | +35.1% | -11.0% | +46.1% | +35.7% |
| 1Y | +42.2% | -4.1% | +46.3% | +41.9% |
| 3Y | +140.8% | +51.8% | +89.0% | +130.8% |
| 5Y | +480.6% | +21.3% | +459.3% | +460.6% |
| 10Y | +2,061.9% | +375.1% | +1,686.7% | +1,764.6% |
| All | +7,126.1% | +6,113.7% | +1,012.4% | +5,012.3% |
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