+43.6%
VALE vs LDOS
+49.1%
-5.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +1.8% | -7.2% | +9.0% | +2.8% |
| 30D | -14.8% | +16.8% | -31.7% | -16.8% |
| 3M | -19.0% | -1.6% | -17.4% | -19.0% |
| 6M | -27.7% | -1.0% | -26.7% | -27.9% |
| YTD | -8.5% | -25.8% | +17.3% | -4.6% |
| 1Y | +2.6% | -31.1% | +33.7% | +8.8% |
| 3Y | +4.0% | +32.8% | -28.8% | -10.9% |
| All | +43.6% | +49.1% | -5.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling