+27.0%
LBRT vs ITUB
+125.3%
-98.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +2.0% | +3.3% |
| 7D | +6.9% | +8.2% | -1.3% | +4.2% |
| 30D | +7.8% | +4.7% | +3.1% | +6.1% |
| 3M | -25.3% | +13.0% | -38.3% | -28.1% |
| 6M | -19.6% | +4.2% | -23.7% | -21.7% |
| YTD | +17.2% | +18.6% | -1.4% | +8.2% |
| 1Y | +114.1% | +31.3% | +82.8% | +90.6% |
| 3Y | +27.0% | +124.9% | -97.9% | +4.9% |
| All | +27.0% | +125.3% | -98.3% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling