+5,439.7%
TTWO vs LNG
+3,793.8%
+1,646.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | +1.3% | -4.5% | +5.8% | +1.7% |
| 30D | -13.4% | +4.7% | -18.1% | -13.7% |
| 3M | +3.1% | +15.1% | -12.1% | +1.8% |
| 6M | +3.8% | +13.6% | -9.8% | +2.4% |
| YTD | -15.3% | +44.0% | -59.2% | -17.9% |
| 1Y | -11.1% | +18.4% | -29.5% | -12.6% |
| 3Y | +52.0% | +75.9% | -23.9% | +44.4% |
| 5Y | +40.9% | +231.7% | -190.7% | +26.9% |
| 10Y | +407.6% | +549.0% | -141.3% | +328.4% |
| All | +5,439.7% | +3,793.8% | +1,646.0% | +2,944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling