-1.9%
VALE vs LEN
-30.4%
+28.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -3.2% | -5.8% | +2.6% | -2.3% |
| 30D | -15.1% | +13.7% | -28.8% | -16.5% |
| 3M | -18.7% | -3.9% | -14.8% | -17.8% |
| 6M | -31.5% | -0.4% | -31.1% | -31.6% |
| YTD | -11.4% | -16.8% | +5.4% | -9.3% |
| 1Y | -1.9% | -29.5% | +27.6% | +3.2% |
| All | -1.9% | -30.4% | +28.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling