+67.8%
LMT vs GRAB
-74.4%
+142.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.3% |
| 7D | -1.3% | -13.9% | +12.5% | -1.6% |
| 30D | -12.5% | -17.2% | +4.7% | -12.8% |
| 3M | -0.5% | -7.9% | +7.4% | -0.6% |
| 6M | -20.0% | -23.2% | +3.2% | -20.3% |
| YTD | +10.4% | -39.1% | +49.5% | +9.6% |
| 1Y | +17.7% | -42.5% | +60.2% | +16.8% |
| 3Y | +34.3% | -18.3% | +52.6% | +34.6% |
| 5Y | +71.8% | -71.7% | +143.5% | +71.5% |
| All | +67.8% | -74.4% | +142.3% | +70.2% |
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