+33.5%
LBRT vs ITUB
+106.8%
-73.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.9% |
| 7D | +8.7% | +8.7% | 0.0% | +4.0% |
| 30D | +6.6% | -0.7% | +7.3% | +6.6% |
| 3M | -34.5% | +7.8% | -42.3% | -37.2% |
| 6M | -24.5% | -3.4% | -21.1% | -24.7% |
| YTD | +12.7% | +16.3% | -3.6% | +1.4% |
| 1Y | +94.8% | +29.8% | +65.0% | +65.2% |
| 3Y | +31.9% | +111.1% | -79.2% | -17.6% |
| 5Y | +111.8% | +173.6% | -61.7% | +6.9% |
| All | +33.5% | +106.8% | -73.4% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling