-18.9%
LBRT vs ITUB
+5.2%
-24.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.4% |
| 7D | +13.8% | +1.1% | +12.7% | +13.8% |
| 30D | -32.4% | -25.4% | -6.9% | -30.2% |
| 3M | -39.9% | -0.3% | -39.6% | -41.3% |
| 6M | -60.8% | -8.0% | -52.9% | -61.0% |
| YTD | -29.3% | +5.2% | -34.5% | -36.3% |
| 1Y | -18.9% | +7.4% | -26.3% | -27.4% |
| All | -18.9% | +5.2% | -24.1% | -27.4% |
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