-17.2%
TTWO vs LVS
-31.5%
+14.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.5% | +0.7% | +6.0% |
| 7D | +7.0% | +13.4% | -6.4% | +5.0% |
| 30D | +2.7% | +12.2% | -9.5% | +0.9% |
| 3M | -13.0% | -10.7% | -2.3% | -12.3% |
| 6M | -7.2% | -19.8% | +12.6% | -5.6% |
| YTD | -18.4% | -35.8% | +17.4% | -16.3% |
| 1Y | -17.2% | -31.8% | +14.6% | -14.3% |
| All | -17.2% | -31.5% | +14.3% | -14.3% |
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