+2,275.1%
VALE vs LH
+769.9%
+1,505.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.6% | -2.5% | +4.0% | +2.7% |
| 30D | +5.1% | +4.3% | +0.8% | +3.2% |
| 3M | -0.4% | +25.5% | -25.9% | -10.0% |
| 6M | -2.2% | +17.0% | -19.2% | -9.0% |
| YTD | +20.5% | +31.3% | -10.7% | +6.6% |
| 1Y | +61.2% | +20.0% | +41.2% | +47.4% |
| 3Y | +43.1% | +63.9% | -20.7% | +12.0% |
| 5Y | +34.0% | +30.9% | +3.1% | +13.4% |
| 10Y | +469.7% | +191.4% | +278.3% | +220.1% |
| All | +2,275.1% | +769.9% | +1,505.2% | +871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling