+12,693.1%
LRCX vs VALE
+2,301.5%
+10,391.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | +9.5% | -1.8% | +11.4% | +10.3% |
| 30D | +3.1% | +6.7% | -3.6% | +0.5% |
| 3M | -3.4% | +4.9% | -8.3% | -4.9% |
| 6M | +49.7% | +3.6% | +46.1% | +48.3% |
| YTD | +84.9% | +21.9% | +63.0% | +72.8% |
| 1Y | +200.8% | +61.6% | +139.3% | +154.7% |
| 3Y | +385.1% | +52.1% | +332.9% | +315.9% |
| 5Y | +460.5% | +43.2% | +417.3% | +367.1% |
| 10Y | +3,866.3% | +521.5% | +3,344.7% | +1,745.5% |
| All | +12,693.1% | +2,301.5% | +10,391.6% | +1,681.9% |
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 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