-97.0%
LCID vs ITUB
+234.3%
-331.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -9.8% |
| 7D | -10.2% | +1.9% | -12.1% | -10.7% |
| 30D | -10.2% | -22.2% | +12.0% | -4.5% |
| 3M | -54.1% | +2.7% | -56.8% | -54.9% |
| 6M | -53.8% | -3.0% | -50.8% | -54.1% |
| YTD | -72.0% | +7.5% | -79.6% | -73.0% |
| 1Y | -80.5% | +10.5% | -91.0% | -81.3% |
| 3Y | -92.6% | +81.0% | -173.6% | -93.6% |
| 5Y | -99.3% | +181.8% | -281.1% | -99.4% |
| All | -97.0% | +234.3% | -331.3% | -97.4% |
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 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