-95.7%
LCID vs ITUB
+269.6%
-365.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -9.8% | +2.2% | -12.0% | -10.4% |
| 30D | -35.5% | +12.6% | -48.1% | -37.6% |
| 3M | -18.4% | +6.4% | -24.8% | -20.2% |
| 6M | -60.5% | +0.6% | -61.1% | -60.8% |
| YTD | -60.1% | +18.8% | -78.9% | -62.1% |
| 1Y | -78.8% | +31.0% | -109.8% | -80.3% |
| 3Y | -92.8% | +118.1% | -210.8% | -94.0% |
| 5Y | -97.9% | +193.0% | -290.9% | -98.3% |
| All | -95.7% | +269.6% | -365.3% | -96.3% |
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