+457.7%
VALE vs LDOS
+278.0%
+179.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.6% | -5.4% | +7.0% | +3.5% |
| 30D | +5.1% | +4.9% | +0.2% | +2.8% |
| 3M | -0.4% | +7.2% | -7.6% | -3.9% |
| 6M | -2.2% | -24.2% | +22.0% | +7.1% |
| YTD | +20.5% | -25.8% | +46.3% | +31.5% |
| 1Y | +61.2% | -24.7% | +85.9% | +74.1% |
| 3Y | +43.1% | +39.3% | +3.9% | +11.9% |
| 5Y | +34.0% | +43.3% | -9.4% | +0.4% |
| All | +457.7% | +278.0% | +179.7% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling