-26.8%
LBRT vs ITUB
+83.6%
-110.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.8% | +7.5% |
| 7D | -11.9% | +5.5% | -17.4% | -13.1% |
| 30D | -31.9% | -25.6% | -6.4% | -27.1% |
| 3M | -34.9% | -4.7% | -30.2% | -35.9% |
| 6M | -60.7% | -8.6% | -52.0% | -60.7% |
| YTD | -29.2% | +7.9% | -37.2% | -35.2% |
| 1Y | -23.6% | +11.2% | -34.8% | -30.9% |
| 3Y | -26.8% | +82.6% | -109.5% | -44.1% |
| All | -26.8% | +83.6% | -110.4% | -44.1% |
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 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