+33.4%
TTWO vs LTH
+180.7%
-147.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | +13.2% | +15.7% | -2.5% | +10.0% |
| 3M | -5.8% | +5.0% | -10.8% | -6.8% |
| 6M | +0.4% | +37.7% | -37.3% | -5.9% |
| YTD | -11.0% | +75.0% | -86.0% | -21.0% |
| 1Y | -4.1% | +82.6% | -86.7% | -15.6% |
| 3Y | +51.8% | +241.3% | -189.5% | +14.2% |
| 5Y | +21.3% | +135.4% | -114.1% | -11.7% |
| All | +33.4% | +180.7% | -147.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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