+33.8%
TTWO vs LSCC
+85.6%
-51.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -1.6% | +5.2% | -6.8% | -2.3% |
| 30D | -13.5% | -9.6% | -3.8% | -12.3% |
| 3M | +0.3% | -17.8% | +18.1% | +2.3% |
| 6M | +0.8% | +37.4% | -36.6% | -6.4% |
| YTD | -16.7% | +59.7% | -76.4% | -25.2% |
| 1Y | -14.3% | +76.2% | -90.5% | -24.9% |
| 3Y | +49.4% | +28.2% | +21.2% | +34.0% |
| 5Y | +33.8% | +87.2% | -53.4% | +1.3% |
| All | +33.8% | +85.6% | -51.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling