-37.4%
GRAB vs LDOS
-26.7%
-10.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.6% |
| 7D | -6.1% | -7.1% | +1.1% | -5.3% |
| 30D | -11.2% | -6.1% | -5.1% | -10.6% |
| 3M | -2.4% | +5.6% | -8.0% | -3.5% |
| 6M | -18.3% | -26.9% | +8.6% | -14.9% |
| YTD | -34.9% | -27.9% | -6.9% | -33.0% |
| 1Y | -37.4% | -26.8% | -10.6% | -32.1% |
| All | -37.4% | -26.7% | -10.6% | -32.1% |
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