+25.9%
LMT vs GRAB
-39.6%
+65.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.6% | -6.3% |
| 7D | -5.5% | +22.2% | -27.7% | -4.4% |
| 30D | +17.5% | +6.0% | +11.5% | +18.1% |
| 3M | +1.6% | -9.7% | +11.3% | +2.0% |
| 6M | +16.3% | -7.2% | +23.5% | +17.1% |
| YTD | +25.3% | -32.7% | +57.9% | +27.4% |
| 1Y | +25.9% | -41.9% | +67.8% | +27.4% |
| All | +25.9% | -39.6% | +65.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling