-74.7%
GRAB vs LII
+36.9%
-111.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -12.0% | -3.5% | -8.5% | -11.0% |
| 30D | -19.5% | -13.5% | -6.0% | -16.1% |
| 3M | -8.0% | -26.0% | +18.1% | -0.7% |
| 6M | -22.2% | -26.8% | +4.6% | -16.3% |
| YTD | -39.7% | -22.9% | -16.8% | -36.5% |
| 1Y | -43.2% | -32.6% | -10.6% | -37.9% |
| 3Y | -19.1% | -1.3% | -17.8% | -27.1% |
| 5Y | -72.0% | +23.1% | -95.1% | -80.7% |
| All | -74.7% | +36.9% | -111.6% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling