+46.4%
VALE vs LH
+56.3%
-10.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.1% |
| 7D | -0.2% | -7.4% | +7.2% | +1.7% |
| 30D | +9.7% | -4.6% | +14.3% | +11.1% |
| 3M | +5.3% | +14.5% | -9.2% | +1.8% |
| 6M | +0.5% | +14.8% | -14.2% | -3.0% |
| YTD | +20.6% | +23.3% | -2.6% | +14.4% |
| 1Y | +57.6% | +13.6% | +44.0% | +51.9% |
| All | +46.4% | +56.3% | -10.0% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling