+48.2%
TTWO vs LVS
-7.9%
+56.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -3.5% | +3.8% | +0.9% |
| 30D | -11.3% | -6.2% | -5.1% | -10.5% |
| 3M | +1.6% | -14.8% | +16.4% | +3.9% |
| 6M | +2.1% | -20.9% | +22.9% | +5.4% |
| YTD | -15.8% | -33.0% | +17.2% | -11.0% |
| 1Y | -12.6% | -20.0% | +7.4% | -10.4% |
| 3Y | +48.2% | -6.9% | +55.1% | +43.4% |
| All | +48.2% | -7.9% | +56.1% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling