+43.2%
VALE vs LEN
-10.6%
+53.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.8% | -3.4% | +1.5% | -1.2% |
| 30D | +6.7% | -5.7% | +12.3% | +7.7% |
| 3M | +4.9% | -12.2% | +17.1% | +7.1% |
| 6M | +3.6% | -18.3% | +21.9% | +7.1% |
| YTD | +21.9% | -20.2% | +42.1% | +26.1% |
| 1Y | +61.6% | -40.1% | +101.6% | +76.0% |
| 3Y | +52.1% | -26.2% | +78.3% | +56.9% |
| 5Y | +43.2% | -9.8% | +53.0% | +35.6% |
| All | +43.2% | -10.6% | +53.8% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling