+3.7%
VALE vs LYV
+25.0%
-21.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.6% |
| 7D | -0.3% | +6.2% | -6.5% | -1.5% |
| 30D | -19.2% | +7.3% | -26.6% | -20.4% |
| 3M | -20.7% | -0.3% | -20.4% | -20.7% |
| 6M | -25.8% | +16.2% | -42.0% | -28.6% |
| YTD | -9.8% | +28.5% | -38.3% | -14.6% |
| 1Y | +3.7% | +21.5% | -17.8% | -2.0% |
| All | +3.7% | +25.0% | -21.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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