-74.3%
GRAB vs LEN
+17.1%
-91.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | -10.8% | -4.8% | -6.1% | -9.6% |
| 30D | -15.5% | -6.6% | -8.9% | -13.9% |
| 3M | -9.0% | -15.7% | +6.7% | -4.9% |
| 6M | -21.6% | -16.6% | -5.0% | -18.0% |
| YTD | -38.9% | -21.3% | -17.5% | -35.7% |
| 1Y | -44.8% | -42.0% | -2.8% | -37.2% |
| 3Y | -18.4% | -27.9% | +9.5% | -19.2% |
| 5Y | -71.6% | -10.7% | -60.9% | -76.5% |
| All | -74.3% | +17.1% | -91.5% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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