+35.8%
TTWO vs LII
+24.2%
+11.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -13.5% | -12.4% | -1.1% | -11.5% |
| 3M | +0.3% | -24.8% | +25.2% | +4.6% |
| 6M | +0.8% | -25.2% | +26.0% | +4.6% |
| YTD | -16.7% | -20.3% | +3.6% | -15.2% |
| 1Y | -14.3% | -32.9% | +18.7% | -9.3% |
| 3Y | +49.4% | +2.0% | +47.4% | +36.0% |
| All | +35.8% | +24.2% | +11.6% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling