-21.4%
GRAB vs LH
+19.1%
-40.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.0% |
| 7D | -13.9% | -3.2% | -10.7% | -12.8% |
| 30D | -17.2% | +0.1% | -17.3% | -17.1% |
| 3M | -7.9% | +18.6% | -26.5% | -12.5% |
| All | -21.4% | +19.1% | -40.6% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling