+41.8%
VALE vs LDOS
+52.7%
-10.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | -3.7% | +6.1% | +3.0% |
| 30D | -18.7% | +16.4% | -35.1% | -20.5% |
| 3M | -21.2% | +7.4% | -28.6% | -22.3% |
| 6M | -26.1% | -0.3% | -25.7% | -26.3% |
| YTD | -9.6% | -24.0% | +14.4% | -6.1% |
| 1Y | +0.7% | -29.6% | +30.3% | +6.4% |
| 3Y | +3.3% | +35.1% | -31.8% | -11.6% |
| All | +41.8% | +52.7% | -10.8% | +22.6% |
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