+25.9%
LMT vs TTWO
-18.4%
+44.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.1% | -14.0% | -7.0% |
| 7D | -5.5% | +7.0% | -12.5% | -5.6% |
| 30D | +17.5% | +2.7% | +14.8% | +17.6% |
| 3M | +1.6% | -13.0% | +14.6% | +2.5% |
| 6M | +16.3% | -7.2% | +23.5% | +17.3% |
| YTD | +25.3% | -18.4% | +43.7% | +23.2% |
| 1Y | +25.9% | -17.2% | +43.1% | +23.7% |
| All | +25.9% | -18.4% | +44.3% | +23.7% |
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