-42.5%
GRAB vs LDOS
-31.4%
-11.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | +5.7% | +10.1% | -4.4% | +4.2% |
| 3M | -11.0% | -4.7% | -6.3% | -11.2% |
| 6M | -8.8% | +5.6% | -14.3% | -10.5% |
| YTD | -33.3% | -25.1% | -8.2% | -34.1% |
| All | -42.5% | -31.4% | -11.1% | -39.8% |
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