+1,702.7%
VALE vs LSCC
+469.5%
+1,233.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -0.7% |
| 7D | +1.8% | +13.0% | -11.2% | -2.1% |
| 30D | -14.8% | -19.8% | +5.0% | -10.4% |
| 3M | -19.0% | -18.4% | -0.6% | -15.7% |
| 6M | -27.7% | -16.1% | -11.6% | -26.6% |
| YTD | -8.5% | +42.7% | -51.2% | -21.0% |
| 1Y | +2.6% | +68.0% | -65.4% | -15.6% |
| 3Y | +4.0% | +85.8% | -81.8% | -23.4% |
| 5Y | +51.2% | +28.0% | +23.2% | +13.9% |
| 10Y | +263.0% | +1,255.1% | -992.1% | +20.5% |
| All | +1,702.7% | +469.5% | +1,233.2% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling