+344.0%
VALE vs LYV
+1,446.8%
-1,102.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -0.3% | -1.9% | +1.7% | +0.4% |
| 30D | +8.6% | -8.2% | +16.8% | +11.9% |
| 3M | +2.0% | -1.3% | +3.2% | +2.1% |
| 6M | +2.1% | +2.6% | -0.5% | +0.6% |
| YTD | +20.2% | +19.4% | +0.8% | +11.7% |
| 1Y | +55.2% | -2.2% | +57.4% | +53.9% |
| 3Y | +45.9% | +106.0% | -60.2% | +7.6% |
| 5Y | +41.4% | +97.7% | -56.3% | -1.2% |
| 10Y | +513.1% | +560.5% | -47.5% | +145.9% |
| All | +344.0% | +1,446.8% | -1,102.8% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling