+43.6%
VALE vs LII
+19.9%
+23.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -14.8% | -4.6% | -10.2% | -14.3% |
| 3M | -19.0% | -21.2% | +2.2% | -15.6% |
| 6M | -27.7% | -36.4% | +8.7% | -22.0% |
| YTD | -8.5% | -28.9% | +20.4% | -3.9% |
| 1Y | +2.6% | -29.5% | +32.2% | +7.9% |
| 3Y | +4.0% | -8.6% | +12.6% | +1.2% |
| All | +43.6% | +19.9% | +23.7% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling