+54.0%
LHX vs VALE
+45.4%
+8.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -15.1% | +8.6% | -23.8% | -15.9% |
| 3M | -21.0% | +2.0% | -22.9% | -21.2% |
| 6M | -32.0% | +2.1% | -34.1% | -32.2% |
| YTD | -15.3% | +20.2% | -35.5% | -17.2% |
| 1Y | -11.1% | +55.2% | -66.2% | -15.0% |
| 3Y | +54.0% | +45.9% | +8.1% | +50.4% |
| All | +54.0% | +45.4% | +8.7% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling