+3.7%
VALE vs LBRT
-25.0%
+28.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.2% | +15.3% | +4.6% |
| 7D | -0.3% | -25.3% | +25.0% | +1.1% |
| 30D | -19.2% | -32.9% | +13.7% | -17.6% |
| 3M | -20.7% | -33.3% | +12.6% | -19.1% |
| 6M | -25.8% | -61.0% | +35.2% | -22.8% |
| YTD | -9.8% | -28.0% | +18.2% | -12.7% |
| 1Y | +3.7% | -21.5% | +25.2% | -1.0% |
| All | +3.7% | -25.0% | +28.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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