+1,645.1%
VALE vs LH
+885.9%
+759.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -15.1% | +16.7% | -31.8% | -20.8% |
| 3M | -18.7% | +15.1% | -33.8% | -23.9% |
| 6M | -31.5% | +46.3% | -77.8% | -42.4% |
| YTD | -11.4% | +48.8% | -60.2% | -26.2% |
| 1Y | -1.9% | +39.7% | -41.6% | -16.0% |
| 3Y | +1.7% | +87.0% | -85.4% | -25.2% |
| 5Y | +35.4% | +53.0% | -17.6% | +6.7% |
| 10Y | +204.8% | +264.3% | -59.5% | +55.0% |
| All | +1,645.1% | +885.9% | +759.3% | +572.7% |
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