+1,344.4%
LITE vs VALE
+5.0%
+1,339.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +0.3% |
| 7D | -13.9% | +5.5% | -19.4% | -16.8% |
| 30D | -46.9% | -15.0% | -32.0% | -41.2% |
| 3M | -28.0% | -20.0% | -8.0% | -17.2% |
| 6M | -35.2% | -28.4% | -6.8% | -19.6% |
| YTD | +58.9% | -8.6% | +67.5% | +70.6% |
| 1Y | +125.3% | +2.0% | +123.4% | +127.7% |
| 3Y | +1,344.4% | +4.1% | +1,340.3% | +1,283.0% |
| All | +1,344.4% | +5.0% | +1,339.4% | +1,283.0% |
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 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