+208.2%
ITUB vs LUMN
-55.8%
+264.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +2.0% |
| 30D | +12.6% | +10.3% | +2.3% | +11.5% |
| 3M | +6.4% | -18.3% | +24.7% | +8.1% |
| 6M | +0.6% | +4.4% | -3.8% | -0.5% |
| YTD | +18.8% | -10.7% | +29.5% | +18.4% |
| 1Y | +31.0% | +14.0% | +17.1% | +26.7% |
| 3Y | +118.1% | +406.6% | -288.5% | +57.8% |
| 5Y | +193.0% | -36.8% | +229.8% | +195.5% |
| All | +208.2% | -55.8% | +264.0% | +181.3% |
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