+4.0%
VALE vs LDOS
+32.3%
-28.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +1.8% | -7.2% | +9.0% | +2.1% |
| 30D | -14.8% | +16.8% | -31.7% | -15.4% |
| 3M | -19.0% | -1.6% | -17.4% | -19.0% |
| 6M | -27.7% | -1.0% | -26.7% | -27.8% |
| YTD | -8.5% | -25.8% | +17.3% | -7.0% |
| 1Y | +2.6% | -31.1% | +33.7% | +5.2% |
| 3Y | +4.0% | +32.8% | -28.8% | -2.5% |
| All | +4.0% | +32.3% | -28.2% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling