+4,239.7%
TTWO vs LII
+2,817.4%
+1,422.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +6.0% | +2.9% | +3.1% | +5.1% |
| 30D | +13.2% | +0.9% | +12.3% | +12.6% |
| 3M | -5.8% | -15.5% | +9.7% | -1.3% |
| 6M | +0.4% | -30.2% | +30.6% | +9.8% |
| YTD | -11.0% | -26.8% | +15.8% | -5.4% |
| 1Y | -4.1% | -25.3% | +21.2% | +1.1% |
| 3Y | +51.8% | -7.8% | +59.5% | +44.3% |
| 5Y | +21.3% | +17.0% | +4.3% | +4.0% |
| 10Y | +375.1% | +169.9% | +205.2% | +193.7% |
| All | +4,239.7% | +2,817.4% | +1,422.3% | +852.2% |
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