+49.7%
TTWO vs LSCC
+97.7%
-48.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.3% | +10.6% | +8.4% |
| 7D | +15.2% | +5.0% | +10.2% | +14.8% |
| 30D | +5.2% | -11.7% | +17.0% | +5.8% |
| 3M | -11.4% | -13.3% | +1.9% | -11.0% |
| 6M | +1.9% | -12.5% | +14.4% | +1.6% |
| YTD | -12.3% | +51.2% | -63.5% | -17.7% |
| 1Y | -4.0% | +65.9% | -69.9% | -11.0% |
| All | +49.7% | +97.7% | -48.0% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling