+394.9%
TTWO vs LNT
+148.3%
+246.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -11.3% | -4.2% | -7.1% | -10.6% |
| 3M | +1.6% | -6.7% | +8.3% | +2.9% |
| 6M | +2.1% | -3.6% | +5.6% | +2.5% |
| YTD | -15.8% | +5.9% | -21.7% | -17.4% |
| 1Y | -12.6% | +7.3% | -19.9% | -14.6% |
| 3Y | +48.2% | +46.5% | +1.7% | +33.1% |
| 5Y | +40.0% | +32.5% | +7.5% | +27.9% |
| All | +394.9% | +148.3% | +246.6% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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