+1,761.8%
VALE vs LII
+4,023.0%
-2,261.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +2.3% |
| 7D | +5.6% | -1.2% | +6.7% | +6.1% |
| 30D | -12.1% | -2.0% | -10.2% | -11.9% |
| 3M | -16.3% | -20.2% | +3.9% | -8.2% |
| 6M | -26.0% | -32.5% | +6.6% | -14.3% |
| YTD | -5.5% | -27.4% | +21.9% | +4.4% |
| 1Y | +6.7% | -28.2% | +34.9% | +18.2% |
| 3Y | +10.2% | -7.2% | +17.4% | +1.5% |
| 5Y | +49.7% | +19.9% | +29.8% | +14.8% |
| 10Y | +222.3% | +168.6% | +53.6% | +51.1% |
| All | +1,761.8% | +4,023.0% | -2,261.2% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling