+1.7%
VALE vs LII
-8.2%
+9.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | -3.2% | +2.9% | -6.1% | -3.7% |
| 30D | -15.1% | +0.9% | -16.0% | -15.3% |
| 3M | -18.7% | -15.5% | -3.2% | -16.5% |
| 6M | -31.5% | -30.2% | -1.3% | -27.7% |
| YTD | -11.4% | -26.8% | +15.4% | -7.8% |
| 1Y | -1.9% | -25.3% | +23.4% | +1.6% |
| 3Y | +1.7% | -7.8% | +9.4% | -4.2% |
| All | +1.7% | -8.2% | +9.8% | -4.2% |
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 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