-19.4%
LVS vs GRAB
-74.3%
+55.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -3.5% | -10.8% | +7.3% | -1.7% |
| 30D | -6.2% | -15.5% | +9.3% | -3.6% |
| 3M | -14.8% | -9.0% | -5.9% | -13.8% |
| 6M | -20.9% | -21.6% | +0.7% | -17.9% |
| YTD | -33.0% | -38.9% | +5.8% | -27.8% |
| 1Y | -20.0% | -44.8% | +24.8% | -12.6% |
| 3Y | -6.9% | -18.4% | +11.5% | -6.8% |
| 5Y | +9.1% | -71.6% | +80.7% | +7.7% |
| All | -19.4% | -74.3% | +55.0% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling