+21.3%
VALE vs LTH
+186.8%
-165.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | -14.3% | +17.7% | -32.1% | -16.2% |
| 3M | -16.8% | +8.5% | -25.3% | -17.8% |
| 6M | -30.2% | +46.9% | -77.2% | -33.9% |
| YTD | -8.6% | +78.8% | -87.4% | -15.9% |
| 1Y | +1.6% | +84.9% | -83.3% | -6.9% |
| 3Y | +4.1% | +246.4% | -242.3% | -13.3% |
| 5Y | +38.7% | +129.6% | -90.9% | +13.5% |
| All | +21.3% | +186.8% | -165.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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