+3,443.3%
LLY vs VALE
+1,701.1%
+1,742.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.9% |
| 7D | +1.6% | +5.5% | -3.8% | +0.9% |
| 30D | +21.5% | -15.0% | +36.4% | +24.1% |
| 3M | +16.4% | -20.0% | +36.4% | +19.8% |
| 6M | +51.5% | -28.4% | +79.9% | +58.0% |
| YTD | +33.9% | -8.6% | +42.5% | +34.5% |
| 1Y | +49.1% | +2.0% | +47.1% | +47.3% |
| 3Y | +144.6% | +4.1% | +140.5% | +138.6% |
| 5Y | +466.3% | +46.4% | +419.9% | +411.5% |
| 10Y | +2,024.1% | +202.4% | +1,821.7% | +1,504.0% |
| All | +3,443.3% | +1,701.1% | +1,742.2% | +1,762.4% |
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 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