+1,426.5%
LITE vs VALE
+1.7%
+1,424.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.0% |
| 7D | +22.6% | -1.5% | +24.0% | +24.0% |
| 30D | -36.8% | -15.6% | -21.1% | -29.6% |
| 3M | -33.0% | -19.5% | -13.5% | -23.2% |
| 6M | -37.1% | -31.9% | -5.2% | -19.5% |
| YTD | +69.5% | -11.0% | +80.4% | +85.0% |
| 1Y | +146.1% | -2.1% | +148.2% | +154.9% |
| All | +1,426.5% | +1.7% | +1,424.8% | +1,379.3% |
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 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