-44.8%
GRAB vs LTH
+45.2%
-90.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -10.8% | -4.0% | -6.8% | -10.0% |
| 30D | -15.5% | -5.3% | -10.2% | -14.6% |
| 3M | -9.0% | +19.0% | -28.0% | -12.0% |
| 6M | -21.6% | +55.8% | -77.4% | -28.0% |
| YTD | -38.9% | +56.1% | -95.0% | -43.3% |
| 1Y | -44.8% | +41.3% | -86.1% | -49.5% |
| All | -44.8% | +45.2% | -90.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling