+44,865.4%
LNG vs VALE
+2,301.5%
+42,563.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.3% |
| 7D | -6.7% | -1.8% | -4.9% | -6.1% |
| 30D | +3.9% | +6.7% | -2.8% | +1.0% |
| 3M | +15.5% | +4.9% | +10.6% | +12.5% |
| 6M | +10.5% | +3.6% | +6.9% | +6.9% |
| YTD | +43.0% | +21.9% | +21.1% | +28.3% |
| 1Y | +18.9% | +61.6% | -42.7% | -5.3% |
| 3Y | +74.7% | +52.1% | +22.5% | +37.3% |
| 5Y | +231.2% | +43.2% | +188.1% | +150.4% |
| 10Y | +544.5% | +521.5% | +23.0% | +105.9% |
| All | +44,865.4% | +2,301.5% | +42,563.9% | +7,418.5% |
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 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