+45.9%
VALE vs LVS
-7.9%
+53.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -0.3% | -3.5% | +3.2% | +0.7% |
| 30D | +8.6% | -6.2% | +14.9% | +10.4% |
| 3M | +2.0% | -14.8% | +16.8% | +6.3% |
| 6M | +2.1% | -20.9% | +23.0% | +8.4% |
| YTD | +20.2% | -33.0% | +53.3% | +33.0% |
| 1Y | +55.2% | -20.0% | +75.2% | +61.3% |
| 3Y | +45.9% | -6.9% | +52.8% | +35.7% |
| All | +45.9% | -7.9% | +53.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling