+21.0%
TTWO vs LSCC
+36.3%
-15.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.3% | +10.6% | +8.6% |
| 7D | +15.2% | +5.0% | +10.2% | +14.2% |
| 30D | +5.2% | -11.7% | +17.0% | +6.4% |
| 3M | -11.4% | -13.3% | +1.9% | -10.6% |
| 6M | +1.9% | -12.5% | +14.4% | +1.4% |
| YTD | -12.3% | +51.2% | -63.5% | -21.3% |
| 1Y | -4.0% | +65.9% | -69.9% | -15.5% |
| 3Y | +51.9% | +95.3% | -43.4% | +21.5% |
| All | +21.0% | +36.3% | -15.3% | -7.8% |
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