+48.2%
TTWO vs LH
+58.7%
-10.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +0.4% | -4.7% | +5.1% | +1.1% |
| 30D | -11.3% | -3.5% | -7.8% | -10.9% |
| 3M | +1.6% | +17.7% | -16.1% | -1.1% |
| 6M | +2.1% | +15.8% | -13.7% | -0.4% |
| YTD | -15.8% | +25.1% | -40.9% | -19.0% |
| 1Y | -12.6% | +12.5% | -25.1% | -14.1% |
| 3Y | +48.2% | +59.8% | -11.6% | +37.6% |
| All | +48.2% | +58.7% | -10.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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