-74.4%
GRAB vs LDOS
+36.5%
-110.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -13.9% | -4.2% | -9.7% | -13.3% |
| 30D | -17.2% | -7.9% | -9.3% | -16.2% |
| 3M | -7.9% | +4.1% | -12.0% | -8.7% |
| 6M | -23.2% | -28.2% | +5.0% | -19.7% |
| YTD | -39.1% | -28.5% | -10.5% | -36.4% |
| 1Y | -42.5% | -27.7% | -14.9% | -40.1% |
| 3Y | -18.3% | +38.4% | -56.7% | -20.8% |
| 5Y | -71.7% | +38.0% | -109.7% | -73.2% |
| All | -74.4% | +36.5% | -110.9% | -75.5% |
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