+48.2%
TTWO vs LEN
-27.3%
+75.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +0.4% | -4.8% | +5.1% | +0.8% |
| 30D | -11.3% | -6.6% | -4.8% | -10.8% |
| 3M | +1.6% | -15.7% | +17.3% | +2.9% |
| 6M | +2.1% | -16.6% | +18.7% | +3.5% |
| YTD | -15.8% | -21.3% | +5.5% | -14.6% |
| 1Y | -12.6% | -42.0% | +29.4% | -7.6% |
| 3Y | +48.2% | -27.9% | +76.1% | +38.9% |
| All | +48.2% | -27.3% | +75.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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