+489.2%
VALE vs LH
+183.3%
+305.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -0.3% | -4.7% | +4.4% | +1.7% |
| 30D | +8.6% | -3.5% | +12.1% | +10.2% |
| 3M | +2.0% | +17.7% | -15.7% | -5.2% |
| 6M | +2.1% | +15.8% | -13.7% | -4.6% |
| YTD | +20.2% | +25.1% | -4.9% | +8.5% |
| 1Y | +55.2% | +12.5% | +42.7% | +45.9% |
| 3Y | +45.9% | +59.8% | -13.9% | +14.6% |
| 5Y | +41.4% | +27.1% | +14.3% | +21.4% |
| All | +489.2% | +183.3% | +305.9% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling