+61.8%
VALE vs LTH
+152.0%
-90.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.8% | -4.0% | +2.2% | -1.3% |
| 30D | +6.7% | -1.7% | +8.3% | +6.8% |
| 3M | +4.9% | +28.0% | -23.1% | +1.3% |
| 6M | +3.6% | +54.1% | -50.5% | -2.6% |
| YTD | +21.9% | +57.1% | -35.2% | +14.1% |
| 1Y | +61.6% | +45.8% | +15.8% | +52.5% |
| 3Y | +52.1% | +157.6% | -105.4% | +31.4% |
| All | +61.8% | +152.0% | -90.2% | +38.9% |
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