+5,291.1%
TTWO vs LH
+4,751.2%
+540.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -2.3% | -3.2% | +0.9% | -1.6% |
| 30D | -16.7% | +0.1% | -16.9% | -16.8% |
| 3M | -0.4% | +18.6% | -19.1% | -4.1% |
| 6M | -1.6% | +17.9% | -19.6% | -5.3% |
| YTD | -17.5% | +28.9% | -46.5% | -22.2% |
| 1Y | -14.8% | +16.6% | -31.4% | -18.0% |
| 3Y | +47.9% | +63.6% | -15.7% | +31.3% |
| 5Y | +34.5% | +30.0% | +4.4% | +24.5% |
| 10Y | +394.0% | +191.9% | +202.1% | +279.6% |
| All | +5,291.1% | +4,751.2% | +540.0% | +2,862.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling