+202.4%
VALE vs LSCC
+1,333.6%
-1,131.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -2.7% |
| 7D | +5.5% | +5.0% | +0.4% | +4.1% |
| 30D | -15.0% | -11.7% | -3.2% | -13.1% |
| 3M | -20.0% | -13.3% | -6.7% | -18.3% |
| 6M | -28.4% | -12.5% | -15.8% | -28.1% |
| YTD | -8.6% | +51.2% | -59.8% | -20.5% |
| 1Y | +2.0% | +65.9% | -63.9% | -13.5% |
| 3Y | +4.1% | +95.3% | -91.3% | -21.0% |
| 5Y | +46.4% | +38.6% | +7.8% | +13.0% |
| 10Y | +202.4% | +1,352.3% | -1,149.9% | +1.6% |
| All | +202.4% | +1,333.6% | -1,131.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling