-71.1%
GRAB vs LDOS
+45.1%
-116.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | +20.3% | -5.8% | +26.1% | +21.1% |
| 30D | +7.8% | +11.6% | -3.7% | +5.9% |
| 3M | -6.0% | -1.0% | -5.0% | -6.2% |
| 6M | -7.5% | +5.1% | -12.6% | -8.7% |
| YTD | -31.1% | -24.0% | -7.0% | -28.9% |
| 1Y | -38.1% | -30.3% | -7.8% | -35.3% |
| 3Y | +4.6% | +37.0% | -32.4% | +0.7% |
| 5Y | -77.9% | +53.4% | -131.3% | -79.4% |
| All | -71.1% | +45.1% | -116.1% | -72.6% |
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