+185.8%
LMT vs TTWO
+406.5%
-220.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -13.1% | -11.3% | -1.7% | -12.0% |
| 3M | -3.9% | +1.6% | -5.5% | -4.2% |
| 6M | -18.3% | +2.1% | -20.3% | -18.6% |
| YTD | +10.3% | -15.8% | +26.2% | +11.8% |
| 1Y | +14.2% | -12.6% | +26.8% | +15.2% |
| 3Y | +35.0% | +48.2% | -13.2% | +27.3% |
| 5Y | +73.2% | +40.0% | +33.3% | +61.5% |
| All | +185.8% | +406.5% | -220.7% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling