+2,336.9%
LHX vs VALE
+2,301.5%
+35.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.7% | -1.8% | -1.9% | -3.3% |
| 30D | -13.2% | +6.7% | -19.8% | -14.6% |
| 3M | -18.4% | +4.9% | -23.2% | -19.5% |
| 6M | -32.0% | +3.6% | -35.5% | -33.0% |
| YTD | -13.6% | +21.9% | -35.5% | -18.4% |
| 1Y | -6.0% | +61.6% | -67.5% | -17.0% |
| 3Y | +57.9% | +52.1% | +5.8% | +38.5% |
| 5Y | +19.2% | +43.2% | -24.0% | +1.8% |
| 10Y | +232.3% | +521.5% | -289.3% | +72.6% |
| All | +2,336.9% | +2,301.5% | +35.4% | +581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling