+63.3%
LIN vs VALE
+49.7%
+13.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.3% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | +6.5% | -14.8% | +21.3% | +9.0% |
| 3M | +5.5% | -19.0% | +24.5% | +8.7% |
| 6M | +3.3% | -27.7% | +31.0% | +8.3% |
| YTD | +22.0% | -8.5% | +30.5% | +22.4% |
| 1Y | +25.7% | +2.6% | +23.1% | +23.7% |
| 3Y | +36.2% | +4.0% | +32.2% | +31.5% |
| All | +63.3% | +49.7% | +13.7% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling