+424.9%
LRCX vs VALE
+40.1%
+384.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.2% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | -4.3% | +9.7% | -14.1% | -8.1% |
| 3M | -7.3% | +5.3% | -12.6% | -9.1% |
| 6M | +38.6% | +0.5% | +38.0% | +38.7% |
| YTD | +74.4% | +20.6% | +53.8% | +63.3% |
| 1Y | +179.1% | +57.6% | +121.5% | +137.8% |
| 3Y | +357.7% | +50.6% | +307.1% | +288.3% |
| 5Y | +424.9% | +41.8% | +383.0% | +388.7% |
| All | +424.9% | +40.1% | +384.7% | +388.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling