-2.7%
GRAB vs LBRT
-27.1%
+24.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -5.0% | +9.2% | -14.2% | -5.7% |
| 30D | +11.3% | -27.5% | +38.9% | +14.4% |
| 3M | -12.4% | -37.9% | +25.5% | -8.6% |
| 6M | -10.7% | -60.7% | +50.0% | -1.3% |
| YTD | -35.1% | -28.5% | -6.6% | -36.2% |
| 1Y | -41.5% | -13.2% | -28.3% | -44.7% |
| 3Y | -2.7% | -28.8% | +26.1% | -11.2% |
| All | -2.7% | -27.1% | +24.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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