+34.6%
LBRT vs ITUB
+110.6%
-76.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.6% | -7.3% |
| 7D | +2.3% | +1.0% | +1.3% | +1.6% |
| 30D | -2.9% | +10.7% | -13.6% | -8.3% |
| 3M | -26.1% | +10.1% | -36.2% | -30.1% |
| 6M | -26.2% | -0.1% | -26.0% | -27.7% |
| YTD | +13.7% | +18.4% | -4.8% | +1.1% |
| 1Y | +93.6% | +31.3% | +62.3% | +62.9% |
| 3Y | +23.2% | +124.6% | -101.4% | -25.6% |
| 5Y | +125.5% | +192.0% | -66.5% | +9.4% |
| All | +34.6% | +110.6% | -76.1% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling