+3,989.6%
TTWO vs LII
+3,124.4%
+865.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -8.8% | -0.7% | -8.1% | -8.6% |
| 30D | -8.6% | -12.6% | +4.0% | -4.9% |
| 3M | -0.9% | -24.4% | +23.5% | +6.4% |
| 6M | -0.5% | -28.7% | +28.2% | +7.8% |
| YTD | -16.1% | -19.1% | +3.0% | -13.2% |
| 1Y | -10.8% | -29.7% | +18.9% | -4.0% |
| 3Y | +51.4% | +4.8% | +46.6% | +38.5% |
| 5Y | +33.7% | +24.6% | +9.2% | +12.8% |
| 10Y | +380.3% | +169.2% | +211.1% | +199.0% |
| All | +3,989.6% | +3,124.4% | +865.2% | +773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling