-71.2%
GRAB vs LII
+43.5%
-114.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -5.3% | -0.7% | -4.5% | -5.1% |
| 30D | -8.6% | -12.6% | +4.1% | -5.0% |
| 3M | -1.2% | -24.4% | +23.3% | +5.9% |
| 6M | -16.6% | -28.7% | +12.1% | -9.6% |
| YTD | -31.5% | -19.1% | -12.3% | -28.9% |
| 1Y | -32.3% | -29.7% | -2.6% | -26.9% |
| 3Y | -10.7% | +4.8% | -15.5% | -21.1% |
| 5Y | -67.9% | +24.6% | -92.4% | -78.3% |
| All | -71.2% | +43.5% | -114.8% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling