+394.0%
TTWO vs LSCC
+1,833.8%
-1,439.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -16.7% | -10.0% | -6.7% | -15.2% |
| 3M | -0.4% | -16.1% | +15.6% | +1.7% |
| 6M | -1.6% | +27.4% | -29.0% | -8.9% |
| YTD | -17.5% | +56.9% | -74.4% | -27.5% |
| 1Y | -14.8% | +74.6% | -89.4% | -27.3% |
| 3Y | +47.9% | +26.0% | +21.9% | +27.9% |
| 5Y | +34.5% | +86.1% | -51.7% | -0.3% |
| 10Y | +394.0% | +1,830.6% | -1,436.6% | +77.7% |
| All | +394.0% | +1,833.8% | -1,439.8% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling