+361.6%
LRCX vs TTWO
+50.8%
+310.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.1% | +0.4% | -3.4% | -3.2% |
| 30D | -8.6% | -11.3% | +2.8% | -5.3% |
| 3M | -17.7% | +1.6% | -19.3% | -19.5% |
| 6M | +36.4% | +2.1% | +34.3% | +31.6% |
| YTD | +74.5% | -15.8% | +90.4% | +83.3% |
| 1Y | +159.4% | -12.6% | +172.1% | +167.2% |
| 3Y | +361.6% | +48.2% | +313.4% | +258.5% |
| All | +361.6% | +50.8% | +310.8% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling