-10.8%
TTWO vs LSCC
+72.9%
-83.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -8.8% | +1.3% | -10.1% | -8.8% |
| 30D | -8.6% | -9.7% | +1.1% | -8.5% |
| 3M | -0.9% | -23.7% | +22.8% | -0.7% |
| 6M | -0.5% | +26.5% | -27.0% | -2.6% |
| YTD | -16.1% | +57.5% | -73.7% | -19.3% |
| 1Y | -10.8% | +75.7% | -86.5% | -14.6% |
| All | -10.8% | +72.9% | -83.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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