-74.4%
GRAB vs LH
+95.9%
-170.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.1% |
| 7D | -13.9% | -3.2% | -10.7% | -12.9% |
| 30D | -17.2% | +0.1% | -17.3% | -17.2% |
| 3M | -7.9% | +18.6% | -26.5% | -13.0% |
| 6M | -23.2% | +17.9% | -41.2% | -27.4% |
| YTD | -39.1% | +28.9% | -68.0% | -44.3% |
| 1Y | -42.5% | +16.6% | -59.2% | -45.8% |
| 3Y | -18.3% | +63.6% | -81.8% | -32.7% |
| 5Y | -71.7% | +30.0% | -101.7% | -76.1% |
| All | -74.4% | +95.9% | -170.4% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling