+282.2%
VALE vs LDOS
+494.7%
-212.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.6% | -5.4% | +7.0% | +4.3% |
| 30D | +5.1% | +4.9% | +0.2% | +2.0% |
| 3M | -0.4% | +7.2% | -7.6% | -5.4% |
| 6M | -2.2% | -24.2% | +22.0% | +10.1% |
| YTD | +20.5% | -25.8% | +46.3% | +35.0% |
| 1Y | +61.2% | -24.7% | +85.9% | +78.3% |
| 3Y | +43.1% | +39.3% | +3.9% | +6.5% |
| 5Y | +34.0% | +43.3% | -9.4% | -5.4% |
| 10Y | +469.7% | +278.6% | +191.1% | +104.1% |
| All | +282.2% | +494.7% | -212.6% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling