+550.0%
LNG vs VALE
+526.3%
+23.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.7% | -0.3% | -4.4% | -4.7% |
| 30D | +3.8% | +8.6% | -4.8% | +1.7% |
| 3M | +16.2% | +2.0% | +14.2% | +15.2% |
| 6M | +11.7% | +2.1% | +9.6% | +10.0% |
| YTD | +44.2% | +20.2% | +24.0% | +35.5% |
| 1Y | +18.6% | +55.2% | -36.6% | +4.1% |
| 3Y | +77.4% | +45.9% | +31.5% | +55.0% |
| 5Y | +232.3% | +41.4% | +190.9% | +183.5% |
| All | +550.0% | +526.3% | +23.6% | +262.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling