-71.2%
GRAB vs LSCC
+172.8%
-244.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -5.3% | +1.3% | -6.6% | -5.6% |
| 30D | -8.6% | -9.7% | +1.1% | -6.1% |
| 3M | -1.2% | -23.7% | +22.6% | +5.0% |
| 6M | -16.6% | +26.5% | -43.1% | -25.4% |
| YTD | -31.5% | +57.5% | -89.0% | -43.6% |
| 1Y | -32.3% | +75.7% | -108.0% | -46.5% |
| 3Y | -10.7% | +19.5% | -30.2% | -25.1% |
| 5Y | -67.9% | +83.8% | -151.6% | -79.5% |
| All | -71.2% | +172.8% | -244.0% | -85.5% |
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