+25.9%
LMT vs VALE
+3.0%
+22.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.1% | -11.0% | -6.7% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | +17.5% | -19.2% | +36.7% | +17.7% |
| 3M | +1.6% | -20.7% | +22.3% | +1.8% |
| 6M | +16.3% | -25.8% | +42.1% | +16.7% |
| YTD | +25.3% | -9.8% | +35.0% | +24.0% |
| 1Y | +25.9% | +3.7% | +22.2% | +25.3% |
| All | +25.9% | +3.0% | +22.9% | +25.3% |
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