+222.1%
LNG vs GRAB
-71.8%
+293.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.7% | -10.8% | +6.1% | -4.2% |
| 30D | +3.8% | -15.5% | +19.3% | +4.5% |
| 3M | +16.2% | -9.0% | +25.1% | +16.5% |
| 6M | +11.7% | -21.6% | +33.3% | +12.6% |
| YTD | +44.2% | -38.9% | +83.1% | +47.2% |
| 1Y | +18.6% | -44.8% | +63.4% | +21.5% |
| 3Y | +77.4% | -18.4% | +95.9% | +77.1% |
| All | +222.1% | -71.8% | +293.9% | +213.1% |
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 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