+73.0%
LMT vs GRAB
-71.8%
+144.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -0.2% | -10.8% | +10.6% | -0.4% |
| 30D | -13.1% | -15.5% | +2.4% | -13.3% |
| 3M | -3.9% | -9.0% | +5.1% | -4.0% |
| 6M | -18.3% | -21.6% | +3.3% | -18.5% |
| YTD | +10.3% | -38.9% | +49.2% | +9.7% |
| 1Y | +14.2% | -44.8% | +59.1% | +13.4% |
| 3Y | +35.0% | -18.4% | +53.4% | +35.4% |
| All | +73.0% | -71.8% | +144.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling