+41.1%
LLY vs VALE
-1.6%
+42.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | +4.6% | -1.5% | +6.1% | +4.6% |
| 30D | +22.4% | -15.6% | +38.0% | +23.1% |
| 3M | +17.1% | -19.5% | +36.7% | +18.0% |
| 6M | +44.6% | -31.9% | +76.5% | +48.5% |
| YTD | +33.5% | -11.0% | +44.4% | +34.3% |
| 1Y | +41.1% | -2.1% | +43.2% | +41.9% |
| All | +41.1% | -1.6% | +42.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling