-44.8%
GRAB vs LEN
-41.0%
-3.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -10.8% | -4.8% | -6.1% | -10.2% |
| 30D | -15.5% | -6.6% | -8.9% | -14.6% |
| 3M | -9.0% | -15.7% | +6.7% | -7.5% |
| 6M | -21.6% | -16.6% | -5.0% | -21.4% |
| YTD | -38.9% | -21.3% | -17.5% | -39.3% |
| 1Y | -44.8% | -42.0% | -2.8% | -48.0% |
| All | -44.8% | -41.0% | -3.9% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling