+394.9%
TTWO vs LNG
+562.2%
-167.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -4.7% | +5.0% | +1.1% |
| 30D | -11.3% | +3.8% | -15.1% | -11.9% |
| 3M | +1.6% | +16.2% | -14.6% | -1.3% |
| 6M | +2.1% | +11.7% | -9.6% | -0.6% |
| YTD | -15.8% | +44.2% | -60.1% | -21.7% |
| 1Y | -12.6% | +18.6% | -31.2% | -15.9% |
| 3Y | +48.2% | +77.4% | -29.2% | +31.5% |
| 5Y | +40.0% | +232.3% | -192.3% | +10.4% |
| All | +394.9% | +562.2% | -167.3% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling