-71.2%
GRAB vs LH
+27.0%
-98.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -10.8% | -4.7% | -6.1% | -9.3% |
| 30D | -15.5% | -3.5% | -12.0% | -14.5% |
| 3M | -9.0% | +17.7% | -26.6% | -14.0% |
| 6M | -21.6% | +15.8% | -37.4% | -25.6% |
| YTD | -38.9% | +25.1% | -64.0% | -43.9% |
| 1Y | -44.8% | +12.5% | -57.3% | -47.5% |
| 3Y | -18.4% | +59.8% | -78.2% | -33.5% |
| All | -71.2% | +27.0% | -98.2% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling