+2,743.4%
LLY vs VALE
+2,275.1%
+468.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -1.6% | +5.1% | -6.7% | -2.4% |
| 3M | +2.3% | -0.4% | +2.7% | +2.1% |
| 6M | +14.9% | -2.2% | +17.1% | +14.8% |
| YTD | +7.5% | +20.5% | -13.1% | +4.0% |
| 1Y | +55.7% | +61.2% | -5.5% | +44.5% |
| 3Y | +110.6% | +43.1% | +67.5% | +96.6% |
| 5Y | +363.4% | +34.0% | +329.5% | +325.4% |
| 10Y | +1,649.0% | +469.7% | +1,179.3% | +1,101.6% |
| All | +2,743.4% | +2,275.1% | +468.3% | +1,340.7% |
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