+51.9%
VALE vs LII
+6.0%
+46.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +5.1% | -12.6% | +17.7% | +7.8% |
| 3M | -0.4% | -24.4% | +24.0% | +4.3% |
| 6M | -2.2% | -28.7% | +26.5% | +3.3% |
| YTD | +20.5% | -19.1% | +39.7% | +23.7% |
| 1Y | +61.2% | -29.7% | +90.9% | +69.8% |
| All | +51.9% | +6.0% | +46.0% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling