+489.2%
VALE vs LUMN
-55.8%
+545.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +8.6% | +10.3% | -1.7% | +7.4% |
| 3M | +2.0% | -18.3% | +20.2% | +3.7% |
| 6M | +2.1% | +4.4% | -2.2% | +0.8% |
| YTD | +20.2% | -10.7% | +30.9% | +19.4% |
| 1Y | +55.2% | +14.0% | +41.2% | +48.9% |
| 3Y | +45.9% | +406.6% | -360.7% | -2.9% |
| 5Y | +41.4% | -36.8% | +78.2% | +45.2% |
| All | +489.2% | -55.8% | +545.0% | +458.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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