+3.7%
VALE vs LULU
-31.7%
+35.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.7% | +4.0% |
| 7D | -0.3% | +6.5% | -6.8% | -0.5% |
| 30D | -19.2% | +20.3% | -39.5% | -19.8% |
| 3M | -20.7% | -8.9% | -11.8% | -20.3% |
| 6M | -25.8% | -13.1% | -12.7% | -24.9% |
| YTD | -9.8% | -46.1% | +36.3% | -7.2% |
| 1Y | +3.7% | -30.3% | +33.9% | -0.2% |
| All | +3.7% | -31.7% | +35.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling