-71.2%
GRAB vs LUMN
-37.8%
-33.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -10.8% | +2.5% | -13.3% | -10.9% |
| 30D | -15.5% | +10.3% | -25.8% | -16.0% |
| 3M | -9.0% | -18.3% | +9.3% | -8.1% |
| 6M | -21.6% | +4.4% | -26.0% | -22.1% |
| YTD | -38.9% | -10.7% | -28.2% | -39.1% |
| 1Y | -44.8% | +14.0% | -58.8% | -45.7% |
| 3Y | -18.4% | +406.6% | -425.0% | -29.4% |
| All | -71.2% | -37.8% | -33.4% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling