-9.3%
LHX vs VALE
+3.0%
-12.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -6.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +9.7% | -19.2% | +28.9% | +11.8% |
| 3M | -8.5% | -20.7% | +12.2% | -6.7% |
| 6M | -15.1% | -25.8% | +10.7% | -12.8% |
| YTD | -10.4% | -9.8% | -0.7% | -12.4% |
| 1Y | -9.3% | +3.7% | -13.0% | -13.6% |
| All | -9.3% | +3.0% | -12.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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