+2,320.2%
VALE vs LEN
+351.1%
+1,969.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +3.2% |
| 7D | +2.9% | -2.9% | +5.8% | +3.8% |
| 30D | +8.8% | -8.9% | +17.7% | +11.9% |
| 3M | +6.8% | -10.9% | +17.7% | +10.0% |
| 6M | +6.9% | -19.7% | +26.6% | +13.8% |
| YTD | +22.8% | -20.6% | +43.4% | +30.5% |
| 1Y | +61.3% | -42.4% | +103.7% | +89.2% |
| 3Y | +53.3% | -26.5% | +79.9% | +61.1% |
| 5Y | +44.9% | -10.9% | +55.8% | +36.3% |
| 10Y | +486.8% | +100.6% | +386.1% | +282.7% |
| All | +2,320.2% | +351.1% | +1,969.0% | +921.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LEN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling