+43.3%
VALE vs LVS
+5.3%
+38.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | +6.7% | -4.7% | +11.3% | +7.9% |
| 3M | +4.9% | -15.6% | +20.5% | +9.3% |
| 6M | +3.6% | -18.6% | +22.2% | +8.8% |
| YTD | +21.9% | -32.3% | +54.1% | +33.4% |
| 1Y | +61.6% | -18.0% | +79.6% | +66.9% |
| 3Y | +52.1% | -5.8% | +58.0% | +47.4% |
| All | +43.3% | +5.3% | +38.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling