+414.7%
LNG vs GRAB
-74.7%
+489.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -4.5% | -12.0% | +7.5% | -3.9% |
| 30D | +4.7% | -19.5% | +24.2% | +5.6% |
| 3M | +15.1% | -8.0% | +23.1% | +15.4% |
| 6M | +13.6% | -22.2% | +35.8% | +14.6% |
| YTD | +44.0% | -39.7% | +83.6% | +47.1% |
| 1Y | +18.4% | -43.2% | +61.6% | +21.2% |
| 3Y | +75.9% | -19.1% | +94.9% | +75.6% |
| 5Y | +231.7% | -72.0% | +303.7% | +233.8% |
| All | +414.7% | -74.7% | +489.4% | +450.6% |
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