+83.5%
TTWO vs LBRT
+33.5%
+50.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -8.8% | +8.7% | -17.5% | -9.2% |
| 30D | -8.6% | +6.6% | -15.2% | -9.0% |
| 3M | -0.9% | -34.5% | +33.6% | +1.1% |
| 6M | -0.5% | -24.5% | +24.0% | +0.5% |
| YTD | -16.1% | +12.7% | -28.9% | -17.3% |
| 1Y | -10.8% | +94.8% | -105.6% | -15.0% |
| 3Y | +51.4% | +31.9% | +19.5% | +45.3% |
| 5Y | +33.7% | +111.8% | -78.1% | +24.8% |
| All | +83.5% | +33.5% | +50.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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