-18.4%
GRAB vs LEN
-27.3%
+8.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | -10.8% | -4.8% | -6.1% | -10.3% |
| 30D | -15.5% | -6.6% | -8.9% | -14.8% |
| 3M | -9.0% | -15.7% | +6.7% | -7.4% |
| 6M | -21.6% | -16.6% | -5.0% | -20.5% |
| YTD | -38.9% | -21.3% | -17.5% | -38.1% |
| 1Y | -44.8% | -42.0% | -2.8% | -42.9% |
| 3Y | -18.4% | -27.9% | +9.5% | -23.7% |
| All | -18.4% | -27.3% | +8.8% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling