+580.4%
LITE vs VALE
+36.6%
+543.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.6% |
| 7D | +22.6% | -1.5% | +24.0% | +23.4% |
| 30D | -36.8% | -15.6% | -21.1% | -32.5% |
| 3M | -33.0% | -19.5% | -13.5% | -27.2% |
| 6M | -37.1% | -31.9% | -5.2% | -27.0% |
| YTD | +69.5% | -11.0% | +80.4% | +80.3% |
| 1Y | +146.1% | -2.1% | +148.2% | +154.4% |
| 3Y | +1,440.8% | +1.4% | +1,439.4% | +1,438.2% |
| 5Y | +580.4% | +36.2% | +544.3% | +584.4% |
| All | +580.4% | +36.6% | +543.9% | +584.4% |
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