+35.5%
TTWO vs LCID
-95.4%
+130.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.1% |
| 7D | -8.8% | -6.6% | -2.2% | -8.3% |
| 30D | -8.6% | -30.1% | +21.5% | -6.3% |
| 3M | -0.9% | -17.6% | +16.7% | -0.6% |
| 6M | -0.5% | -54.4% | +53.9% | +3.7% |
| YTD | -16.1% | -55.7% | +39.6% | -12.7% |
| 1Y | -10.8% | -71.0% | +60.3% | -4.6% |
| 3Y | +51.4% | -92.6% | +144.0% | +72.5% |
| 5Y | +33.7% | -97.6% | +131.3% | +61.4% |
| All | +35.5% | -95.4% | +130.9% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling