-19.5%
GRAB vs LTH
+153.7%
-173.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -12.0% | -3.7% | -8.3% | -11.2% |
| 30D | -19.5% | -5.3% | -14.2% | -18.5% |
| 3M | -8.0% | +24.2% | -32.1% | -12.5% |
| 6M | -22.2% | +54.8% | -77.1% | -30.1% |
| YTD | -39.7% | +56.1% | -95.7% | -46.0% |
| 1Y | -43.2% | +45.5% | -88.8% | -48.4% |
| All | -19.5% | +153.7% | -173.2% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling