+398.3%
TTWO vs LII
+170.6%
+227.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | +1.3% | -3.5% | +4.8% | +2.1% |
| 30D | -13.4% | -13.5% | +0.1% | -10.7% |
| 3M | +3.1% | -26.0% | +29.1% | +8.9% |
| 6M | +3.8% | -26.8% | +30.6% | +9.1% |
| YTD | -15.3% | -22.9% | +7.6% | -12.5% |
| 1Y | -11.1% | -32.6% | +21.5% | -5.3% |
| 3Y | +52.0% | -1.3% | +53.3% | +41.2% |
| 5Y | +40.9% | +23.1% | +17.9% | +20.0% |
| All | +398.3% | +170.6% | +227.7% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling