-69.8%
GRAB vs LII
+24.2%
-94.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.5% |
| 7D | -6.1% | +2.1% | -8.2% | -6.7% |
| 30D | -11.2% | -12.4% | +1.2% | -7.4% |
| 3M | -2.4% | -24.8% | +22.4% | +5.6% |
| 6M | -18.3% | -25.2% | +6.8% | -12.0% |
| YTD | -34.9% | -20.3% | -14.6% | -31.9% |
| 1Y | -37.4% | -32.9% | -4.4% | -30.6% |
| 3Y | -12.6% | +2.0% | -14.7% | -25.6% |
| All | -69.8% | +24.2% | -94.0% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling