-21.5%
LBRT vs ITUB
+9.0%
-30.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.3% | -14.5% | -11.5% |
| 7D | -25.3% | -1.6% | -23.7% | -25.2% |
| 30D | -32.9% | -26.6% | -6.3% | -30.4% |
| 3M | -33.3% | -11.1% | -22.2% | -33.4% |
| 6M | -61.0% | -13.1% | -47.9% | -60.9% |
| YTD | -28.0% | +3.9% | -31.9% | -36.3% |
| 1Y | -21.5% | +9.8% | -31.3% | -34.1% |
| All | -21.5% | +9.0% | -30.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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