-32.3%
GRAB vs LUMN
+42.5%
-74.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -5.3% | +12.1% | -17.3% | -6.6% |
| 30D | -8.6% | +11.3% | -19.9% | -9.9% |
| 3M | -1.2% | -31.6% | +30.5% | +3.5% |
| 6M | -16.6% | -2.7% | -13.9% | -17.5% |
| YTD | -31.5% | -12.9% | -18.6% | -32.1% |
| 1Y | -32.3% | +36.2% | -68.5% | -35.3% |
| All | -32.3% | +42.5% | -74.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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