-41.9%
GRAB vs LDOS
-27.6%
-14.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.6% |
| 7D | +22.2% | -2.8% | +25.0% | +22.1% |
| 30D | +6.0% | +13.6% | -7.6% | +4.1% |
| 3M | -9.7% | +4.2% | -13.9% | -10.6% |
| 6M | -7.2% | -8.2% | +1.0% | -7.6% |
| YTD | -32.7% | -24.1% | -8.6% | -33.2% |
| 1Y | -41.9% | -31.2% | -10.7% | -37.0% |
| All | -41.9% | -27.6% | -14.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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