+5,717.0%
TTWO vs LSCC
+836.2%
+4,880.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.6% |
| 7D | +6.0% | +7.0% | -1.0% | +4.2% |
| 30D | +13.2% | -2.3% | +15.5% | +12.6% |
| 3M | -5.8% | -12.5% | +6.7% | -4.8% |
| 6M | +0.4% | -10.6% | +11.0% | -0.9% |
| YTD | -11.0% | +52.7% | -63.7% | -23.6% |
| 1Y | -4.1% | +74.0% | -78.1% | -20.2% |
| 3Y | +51.8% | +104.8% | -53.0% | +13.1% |
| 5Y | +21.3% | +36.2% | -15.0% | -5.7% |
| 10Y | +375.1% | +1,355.3% | -980.2% | +93.2% |
| All | +5,717.0% | +836.2% | +4,880.8% | +1,492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling