-72.0%
GRAB vs LSCC
+188.9%
-260.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -3.5% |
| 7D | -0.9% | +14.5% | -15.4% | -5.2% |
| 30D | +5.7% | -0.1% | +5.8% | +4.5% |
| 3M | -11.0% | -2.7% | -8.3% | -11.9% |
| 6M | -8.8% | -4.8% | -4.0% | -11.2% |
| YTD | -33.3% | +66.9% | -100.1% | -46.8% |
| 1Y | -43.4% | +85.8% | -129.2% | -56.5% |
| 3Y | +1.8% | +115.6% | -113.7% | -32.2% |
| 5Y | -80.5% | +48.8% | -129.3% | -87.0% |
| All | -72.0% | +188.9% | -260.9% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling