+3,344.5%
LITE vs VALE
+362.9%
+2,981.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.9% |
| 7D | -13.9% | +5.5% | -19.4% | -15.2% |
| 30D | -46.9% | -15.0% | -32.0% | -44.6% |
| 3M | -28.0% | -20.0% | -8.0% | -23.7% |
| 6M | -35.2% | -28.4% | -6.8% | -29.1% |
| YTD | +58.9% | -8.6% | +67.5% | +63.9% |
| 1Y | +125.3% | +2.0% | +123.4% | +126.5% |
| 3Y | +1,344.4% | +4.1% | +1,340.3% | +1,334.5% |
| 5Y | +541.2% | +46.4% | +494.7% | +473.3% |
| 10Y | +1,587.5% | +202.4% | +1,385.1% | +1,231.5% |
| All | +3,344.5% | +362.9% | +2,981.7% | +2,299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling