+37.8%
VALE vs LDOS
+48.3%
-10.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -3.2% | -1.6% | -1.6% | -3.0% |
| 30D | -15.1% | +8.2% | -23.3% | -16.1% |
| 3M | -18.7% | -8.2% | -10.5% | -17.8% |
| 6M | -31.5% | +5.8% | -37.3% | -32.6% |
| YTD | -11.4% | -27.0% | +15.5% | -7.4% |
| 1Y | -1.9% | -31.0% | +29.1% | +4.0% |
| 3Y | +1.7% | +29.3% | -27.6% | -12.7% |
| All | +37.8% | +48.3% | -10.4% | +18.0% |
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