+40.9%
TTWO vs LCID
-97.9%
+138.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | +0.4% | -9.8% | +10.2% | +1.2% |
| 30D | -11.3% | -35.5% | +24.1% | -8.1% |
| 3M | +1.6% | -18.4% | +20.0% | +2.1% |
| 6M | +2.1% | -60.5% | +62.6% | +8.6% |
| YTD | -15.8% | -60.1% | +44.2% | -10.9% |
| 1Y | -12.6% | -78.8% | +66.2% | -2.7% |
| 3Y | +48.2% | -92.8% | +141.0% | +74.4% |
| All | +40.9% | -97.9% | +138.8% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 5y: compounded portfolio wealth divided by compounded LCID 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…
5y analysis · Full analysis span regression · 6 months rolling