+222.3%
VALE vs LDOS
+262.7%
-40.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.5% |
| 7D | +5.6% | -5.8% | +11.4% | +7.7% |
| 30D | -12.1% | +11.6% | -23.7% | -15.5% |
| 3M | -16.3% | -1.0% | -15.3% | -16.6% |
| 6M | -26.0% | +5.1% | -31.0% | -28.4% |
| YTD | -5.5% | -24.0% | +18.5% | +1.7% |
| 1Y | +6.7% | -30.3% | +37.0% | +18.9% |
| 3Y | +10.2% | +37.0% | -26.8% | -13.1% |
| 5Y | +49.7% | +53.4% | -3.6% | +8.3% |
| 10Y | +222.3% | +252.0% | -29.7% | +90.3% |
| All | +222.3% | +262.7% | -40.4% | +90.3% |
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