+443.8%
LLY vs VALE
+49.7%
+394.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -4.5% | +1.8% | -6.2% | -4.6% |
| 30D | +13.9% | -14.8% | +28.7% | +15.0% |
| 3M | +13.8% | -19.0% | +32.8% | +15.1% |
| 6M | +37.6% | -27.7% | +65.3% | +40.2% |
| YTD | +26.6% | -8.5% | +35.1% | +26.9% |
| 1Y | +45.3% | +2.6% | +42.7% | +44.6% |
| 3Y | +132.2% | +4.0% | +128.2% | +128.6% |
| All | +443.8% | +49.7% | +394.2% | +438.2% |
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