-12.6%
GRAB vs LSCC
+27.3%
-39.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.3% | -5.2% |
| 7D | -6.1% | +5.2% | -11.3% | -7.0% |
| 30D | -11.2% | -9.6% | -1.6% | -9.6% |
| 3M | -2.4% | -17.8% | +15.4% | +0.4% |
| 6M | -18.3% | +37.4% | -55.8% | -25.8% |
| YTD | -34.9% | +59.7% | -94.5% | -43.3% |
| 1Y | -37.4% | +76.2% | -113.6% | -46.8% |
| 3Y | -12.6% | +28.2% | -40.8% | -32.0% |
| All | -12.6% | +27.3% | -39.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling