+37.8%
VALE vs LEN
-13.2%
+51.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -3.2% | -5.8% | +2.6% | -2.1% |
| 30D | -15.1% | +13.7% | -28.8% | -17.1% |
| 3M | -18.7% | -3.9% | -14.8% | -18.4% |
| 6M | -31.5% | -0.4% | -31.1% | -31.9% |
| YTD | -11.4% | -16.8% | +5.4% | -9.3% |
| 1Y | -1.9% | -29.5% | +27.6% | +3.5% |
| 3Y | +1.7% | -25.6% | +27.3% | +4.5% |
| All | +37.8% | -13.2% | +51.1% | +28.1% |
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