+3.7%
VALE vs LII
-26.0%
+29.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.6% |
| 7D | -0.3% | +7.9% | -8.3% | -1.5% |
| 30D | -19.2% | -0.6% | -18.6% | -19.2% |
| 3M | -20.7% | -19.3% | -1.4% | -18.0% |
| 6M | -25.8% | -29.8% | +4.1% | -21.9% |
| YTD | -9.8% | -25.4% | +15.6% | -7.6% |
| 1Y | +3.7% | -26.2% | +29.9% | +6.2% |
| All | +3.7% | -26.0% | +29.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling