-68.1%
GRAB vs LDOS
+43.9%
-112.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.3% | -5.4% | +0.1% | -4.4% |
| 30D | -8.6% | +4.9% | -13.4% | -9.4% |
| 3M | -1.2% | +7.2% | -8.3% | -2.6% |
| 6M | -16.6% | -24.2% | +7.7% | -12.8% |
| YTD | -31.5% | -25.8% | -5.7% | -28.4% |
| 1Y | -32.3% | -24.7% | -7.6% | -29.4% |
| 3Y | -10.7% | +39.3% | -50.0% | -15.3% |
| All | -68.1% | +43.9% | -112.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling