+913.3%
LITE vs GRAB
-71.2%
+984.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -5.3% | +3.7% | -0.5% |
| 30D | +6.7% | -8.6% | +15.2% | +8.4% |
| 3M | -6.8% | -1.2% | -5.6% | -6.9% |
| 6M | +29.4% | -16.6% | +46.0% | +33.6% |
| YTD | +139.1% | -31.5% | +170.6% | +156.2% |
| 1Y | +521.0% | -32.3% | +553.3% | +569.6% |
| 3Y | +1,535.3% | -10.7% | +1,546.0% | +1,567.8% |
| 5Y | +889.8% | -67.9% | +957.7% | +909.7% |
| All | +913.3% | -71.2% | +984.5% | +987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling