-43.0%
GRAB vs LUMN
-54.6%
+11.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.0% | -11.6% | -3.3% |
| 7D | +7.4% | -0.8% | +8.2% | +7.3% |
| 30D | +5.0% | -10.8% | +15.8% | +5.9% |
| 3M | -8.7% | -29.1% | +20.3% | -6.1% |
| 6M | -9.9% | -44.5% | +34.5% | -5.1% |
| YTD | -32.9% | -39.4% | +6.5% | -31.5% |
| All | -43.0% | -54.6% | +11.6% | -40.6% |
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