-92.1%
LCID vs ITUB
+120.3%
-212.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -2.0% |
| 7D | +1.8% | +8.2% | -6.5% | -2.2% |
| 30D | -34.2% | +4.7% | -38.9% | -35.9% |
| 3M | -9.1% | +13.0% | -22.1% | -15.9% |
| 6M | -52.6% | +4.2% | -56.8% | -54.3% |
| YTD | -56.2% | +18.6% | -74.8% | -60.8% |
| 1Y | -74.9% | +31.3% | -106.1% | -78.7% |
| All | -92.1% | +120.3% | -212.4% | -95.3% |
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 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