+51.8%
TTWO vs LII
-8.2%
+59.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +6.0% | +2.9% | +3.1% | +5.7% |
| 30D | +13.2% | +0.9% | +12.3% | +13.1% |
| 3M | -5.8% | -15.5% | +9.7% | -4.5% |
| 6M | +0.4% | -30.2% | +30.6% | +3.0% |
| YTD | -11.0% | -26.8% | +15.8% | -9.9% |
| 1Y | -4.1% | -25.3% | +21.2% | -3.2% |
| 3Y | +51.8% | -7.8% | +59.5% | +46.9% |
| All | +51.8% | -8.2% | +59.9% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling