-67.8%
GRAB vs LTH
+156.3%
-224.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -4.5% |
| 7D | -6.1% | +1.5% | -7.6% | -6.5% |
| 30D | -11.2% | -3.1% | -8.1% | -10.5% |
| 3M | -2.4% | +28.1% | -30.5% | -9.4% |
| 6M | -18.3% | +67.4% | -85.7% | -30.6% |
| YTD | -34.9% | +59.8% | -94.7% | -44.0% |
| 1Y | -37.4% | +45.6% | -83.0% | -44.8% |
| 3Y | -12.6% | +162.0% | -174.6% | -37.7% |
| All | -67.8% | +156.3% | -224.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling