-10.8%
TTWO vs LVS
-18.2%
+7.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -8.8% | -1.5% | -7.3% | -8.7% |
| 30D | -8.6% | -3.2% | -5.4% | -8.4% |
| 3M | -0.9% | -12.0% | +11.1% | -0.2% |
| 6M | -0.5% | -19.9% | +19.4% | +0.8% |
| YTD | -16.1% | -30.6% | +14.5% | -14.9% |
| 1Y | -10.8% | -17.7% | +7.0% | -8.0% |
| All | -10.8% | -18.2% | +7.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling