+562.5%
LITE vs VALE
+35.2%
+527.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +10.8% | -3.2% | +14.0% | +12.3% |
| 30D | -33.4% | -15.1% | -18.4% | -29.2% |
| 3M | -32.2% | -18.7% | -13.5% | -26.6% |
| 6M | -42.1% | -31.5% | -10.6% | -32.9% |
| YTD | +61.9% | -11.4% | +73.3% | +72.6% |
| 1Y | +163.0% | -1.9% | +164.8% | +171.7% |
| 3Y | +1,358.0% | +1.7% | +1,356.3% | +1,356.4% |
| All | +562.5% | +35.2% | +527.3% | +574.7% |
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