+36.5%
LMT vs VALE
+45.8%
-9.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.8% | +9.7% | -20.5% | -11.0% |
| 3M | +1.6% | +5.3% | -3.7% | +1.5% |
| 6M | -17.6% | +0.5% | -18.1% | -17.5% |
| YTD | +11.6% | +20.6% | -9.0% | +11.0% |
| 1Y | +17.2% | +57.6% | -40.4% | +16.2% |
| All | +36.5% | +45.8% | -9.3% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling