+2,701.6%
LIN vs VALE
+1,701.1%
+1,000.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +8.0% | -14.3% | +22.4% | +12.5% |
| 3M | +7.7% | -16.8% | +24.5% | +12.8% |
| 6M | +5.1% | -30.2% | +35.3% | +15.0% |
| YTD | +24.7% | -8.6% | +33.3% | +25.7% |
| 1Y | +25.1% | +1.6% | +23.5% | +22.4% |
| 3Y | +36.8% | +4.1% | +32.8% | +30.4% |
| 5Y | +67.9% | +38.7% | +29.2% | +41.0% |
| 10Y | +427.2% | +214.6% | +212.6% | +212.1% |
| All | +2,701.6% | +1,701.1% | +1,000.5% | +738.3% |
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