-74.7%
GRAB vs LNT
+52.9%
-127.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -12.0% | -1.1% | -10.9% | -12.0% |
| 30D | -19.5% | -1.9% | -17.6% | -19.6% |
| 3M | -8.0% | -7.2% | -0.8% | -8.2% |
| 6M | -22.2% | -3.9% | -18.3% | -22.3% |
| YTD | -39.7% | +5.9% | -45.5% | -39.4% |
| 1Y | -43.2% | +8.4% | -51.6% | -42.9% |
| 3Y | -19.1% | +46.6% | -65.7% | -15.1% |
| 5Y | -72.0% | +32.4% | -104.4% | -70.9% |
| All | -74.7% | +52.9% | -127.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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