+372.0%
LLY vs VALE
+39.2%
+332.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | +1.6% | -3.7% | -2.3% |
| 30D | -1.6% | +5.1% | -6.7% | -1.9% |
| 3M | +2.3% | -0.4% | +2.7% | +2.3% |
| 6M | +14.9% | -2.2% | +17.1% | +14.9% |
| YTD | +7.5% | +20.5% | -13.1% | +6.1% |
| 1Y | +55.7% | +61.2% | -5.5% | +51.3% |
| 3Y | +110.6% | +43.1% | +67.5% | +104.2% |
| All | +372.0% | +39.2% | +332.7% | +374.8% |
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