+46.4%
VALE vs LDOS
+54.3%
-7.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.4% |
| 7D | +5.5% | +1.9% | +3.6% | +5.2% |
| 30D | -15.0% | +12.8% | -27.8% | -16.5% |
| 3M | -20.0% | -1.0% | -19.0% | -20.0% |
| 6M | -28.4% | +6.2% | -34.6% | -29.4% |
| YTD | -8.6% | -23.2% | +14.6% | -5.2% |
| 1Y | +2.0% | -29.5% | +31.4% | +7.8% |
| 3Y | +4.1% | +37.1% | -33.0% | -11.1% |
| 5Y | +46.4% | +55.6% | -9.2% | +23.4% |
| All | +46.4% | +54.3% | -7.8% | +23.4% |
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 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