-72.0%
GRAB vs LDOS
+43.1%
-115.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | +5.7% | +10.1% | -4.4% | +4.0% |
| 3M | -11.0% | -4.7% | -6.3% | -10.7% |
| 6M | -8.8% | +5.6% | -14.3% | -10.1% |
| YTD | -33.3% | -25.1% | -8.2% | -31.1% |
| 1Y | -43.4% | -31.7% | -11.7% | -40.6% |
| 3Y | +1.8% | +33.7% | -31.9% | -1.7% |
| 5Y | -80.5% | +54.4% | -134.8% | -81.7% |
| All | -72.0% | +43.1% | -115.1% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling