-18.4%
GRAB vs LH
+58.7%
-77.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -10.8% | -4.7% | -6.1% | -9.8% |
| 30D | -15.5% | -3.5% | -12.0% | -14.8% |
| 3M | -9.0% | +17.7% | -26.6% | -12.1% |
| 6M | -21.6% | +15.8% | -37.4% | -24.1% |
| YTD | -38.9% | +25.1% | -64.0% | -42.0% |
| 1Y | -44.8% | +12.5% | -57.3% | -46.5% |
| 3Y | -18.4% | +59.8% | -78.2% | -22.4% |
| All | -18.4% | +58.7% | -77.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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