-72.8%
GRAB vs LII
+28.4%
-101.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -6.9% | -0.2% | -6.7% | -6.8% |
| 30D | +8.7% | -0.6% | +9.3% | +8.5% |
| 3M | -10.2% | -17.0% | +6.7% | -5.6% |
| 6M | -11.0% | -31.1% | +20.1% | -2.4% |
| YTD | -35.1% | -27.7% | -7.4% | -30.6% |
| 1Y | -44.0% | -26.2% | -17.9% | -40.6% |
| 3Y | -0.9% | -9.6% | +8.7% | -8.1% |
| 5Y | -80.2% | +15.7% | -95.9% | -86.1% |
| All | -72.8% | +28.4% | -101.1% | -80.7% |
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