+6.4%
LVS vs GRAB
-71.8%
+78.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -3.5% | -10.8% | +7.3% | -1.6% |
| 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% | -17.8% |
| YTD | -33.0% | -38.9% | +5.8% | -27.6% |
| 1Y | -20.0% | -44.8% | +24.8% | -12.3% |
| 3Y | -6.9% | -18.4% | +11.5% | -6.8% |
| All | +6.4% | -71.8% | +78.2% | +2.0% |
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