+1.6%
VALE vs LDOS
-31.1%
+32.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.3% |
| 30D | -14.3% | +10.1% | -24.5% | -14.0% |
| 3M | -16.8% | -4.7% | -12.2% | -16.6% |
| 6M | -30.2% | +5.6% | -35.8% | -30.3% |
| YTD | -8.6% | -25.1% | +16.5% | -10.8% |
| 1Y | +1.6% | -31.7% | +33.3% | +5.4% |
| All | +1.6% | -31.1% | +32.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling