+54.0%
LHX vs GRAB
-18.7%
+72.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | -4.3% | -10.8% | +6.6% | -3.8% |
| 30D | -15.1% | -15.5% | +0.4% | -14.5% |
| 3M | -21.0% | -9.0% | -12.0% | -20.8% |
| 6M | -32.0% | -21.6% | -10.4% | -31.3% |
| YTD | -15.3% | -38.9% | +23.6% | -13.7% |
| 1Y | -11.1% | -44.8% | +33.8% | -9.0% |
| 3Y | +54.0% | -18.4% | +72.5% | +51.0% |
| All | +54.0% | -18.7% | +72.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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