+41.8%
VALE vs LH
+23.7%
+18.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.2% |
| 7D | -0.2% | -7.4% | +7.2% | +2.0% |
| 30D | +9.7% | -4.6% | +14.3% | +11.3% |
| 3M | +5.3% | +14.5% | -9.2% | +1.0% |
| 6M | +0.5% | +14.8% | -14.2% | -3.7% |
| YTD | +20.6% | +23.3% | -2.6% | +13.1% |
| 1Y | +57.6% | +13.6% | +44.0% | +50.9% |
| 3Y | +50.6% | +56.3% | -5.8% | +28.8% |
| 5Y | +41.8% | +25.2% | +16.6% | +32.0% |
| All | +41.8% | +23.7% | +18.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling