-18.4%
LVS vs GRAB
-74.4%
+56.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.4% |
| 7D | -2.7% | -13.9% | +11.2% | -0.3% |
| 30D | -4.7% | -17.2% | +12.5% | -1.7% |
| 3M | -15.6% | -7.9% | -7.7% | -14.7% |
| 6M | -18.6% | -23.2% | +4.6% | -15.3% |
| YTD | -32.3% | -39.1% | +6.8% | -26.9% |
| 1Y | -18.0% | -42.5% | +24.5% | -11.1% |
| 3Y | -5.8% | -18.3% | +12.4% | -5.7% |
| 5Y | +5.7% | -71.7% | +77.5% | +4.5% |
| All | -18.4% | -74.4% | +56.0% | -10.8% |
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