+521.0%
LITE vs VALE
+60.7%
+460.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | -1.5% | +1.6% | -3.1% | -3.0% |
| 30D | +6.7% | +5.1% | +1.5% | +1.5% |
| 3M | -6.8% | -0.4% | -6.3% | -6.6% |
| 6M | +29.4% | -2.2% | +31.7% | +31.7% |
| YTD | +139.1% | +20.5% | +118.6% | +84.8% |
| 1Y | +521.0% | +61.2% | +459.8% | +203.6% |
| All | +521.0% | +60.7% | +460.3% | +203.6% |
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