+46.4%
VALE vs LEN
-28.8%
+75.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.2% |
| 7D | -0.2% | -7.8% | +7.6% | +1.6% |
| 30D | +9.7% | -11.0% | +20.8% | +12.6% |
| 3M | +5.3% | -12.8% | +18.0% | +8.1% |
| 6M | +0.5% | -20.2% | +20.7% | +5.2% |
| YTD | +20.6% | -23.0% | +43.6% | +26.6% |
| 1Y | +57.6% | -41.8% | +99.4% | +76.4% |
| All | +46.4% | -28.8% | +75.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling