+159.4%
LRCX vs VALE
+57.8%
+101.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -3.1% | -0.3% | -2.8% | -2.8% |
| 30D | -8.6% | +8.6% | -17.2% | -14.6% |
| 3M | -17.7% | +2.0% | -19.7% | -19.1% |
| 6M | +36.4% | +2.1% | +34.2% | +34.6% |
| YTD | +74.5% | +20.2% | +54.3% | +50.9% |
| 1Y | +159.4% | +55.2% | +104.3% | +60.7% |
| All | +159.4% | +57.8% | +101.6% | +60.7% |
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 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