-17.2%
TTWO vs LNG
+42.0%
-59.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.2% | +13.3% | +6.0% |
| 7D | +7.0% | -1.9% | +8.9% | +6.5% |
| 30D | +2.7% | +6.2% | -3.5% | +3.4% |
| 3M | -13.0% | +13.7% | -26.8% | -11.7% |
| 6M | -7.2% | +7.5% | -14.7% | -5.8% |
| YTD | -18.4% | +51.3% | -69.7% | -19.4% |
| 1Y | -17.2% | +42.6% | -59.9% | -18.3% |
| All | -17.2% | +42.0% | -59.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling