+645.2%
LITE vs GRAB
-72.0%
+717.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +10.8% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | -34.9% | +5.7% | -40.6% | -36.0% |
| 3M | -21.0% | -11.0% | -10.1% | -20.1% |
| 6M | -38.5% | -8.8% | -29.7% | -38.1% |
| YTD | +75.8% | -33.3% | +109.1% | +87.5% |
| 1Y | +156.7% | -43.4% | +200.1% | +182.8% |
| 3Y | +1,498.6% | +1.8% | +1,496.7% | +1,491.3% |
| 5Y | +610.9% | -80.5% | +691.4% | +656.4% |
| All | +645.2% | -72.0% | +717.1% | +696.1% |
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