-1.4%
LQD vs GRAB
-40.2%
+38.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | 0.0% |
| 7D | +0.4% | +26.1% | -25.7% | -0.4% |
| 30D | +2.5% | +13.4% | -10.9% | +2.0% |
| 3M | -1.5% | -7.0% | +5.4% | -1.3% |
| 6M | -2.1% | -5.4% | +3.3% | -2.1% |
| YTD | -2.0% | -30.3% | +28.2% | -1.4% |
| 1Y | -1.4% | -38.3% | +36.9% | -0.4% |
| All | -1.4% | -40.2% | +38.7% | -0.4% |
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