+8.6%
GRAB vs LDOS
+32.3%
-23.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | +25.8% | -7.2% | +33.0% | +27.2% |
| 30D | +10.7% | +16.8% | -6.1% | +7.1% |
| 3M | -7.1% | -1.6% | -5.5% | -7.3% |
| 6M | -9.5% | -1.0% | -8.6% | -10.1% |
| YTD | -31.7% | -25.8% | -5.9% | -28.1% |
| 1Y | -39.4% | -31.1% | -8.3% | -35.0% |
| 3Y | +8.6% | +32.8% | -24.2% | -5.6% |
| All | +8.6% | +32.3% | -23.7% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling