-74.4%
GRAB vs LEN
+18.8%
-93.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -6.9% | -6.6% |
| 7D | -13.9% | -3.4% | -10.5% | -13.1% |
| 30D | -17.2% | -5.7% | -11.5% | -15.8% |
| 3M | -7.9% | -12.2% | +4.3% | -4.8% |
| 6M | -23.2% | -18.3% | -5.0% | -19.4% |
| YTD | -39.1% | -20.2% | -18.9% | -36.1% |
| 1Y | -42.5% | -40.1% | -2.5% | -35.1% |
| 3Y | -18.3% | -26.2% | +7.9% | -19.6% |
| 5Y | -71.7% | -9.8% | -61.9% | -76.6% |
| All | -74.4% | +18.8% | -93.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling