-99.2%
LCID vs ITUB
+179.9%
-279.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.5% |
| 7D | +8.9% | +3.7% | +5.2% | +7.3% |
| 30D | +6.8% | -24.9% | +31.8% | +18.5% |
| 3M | -45.2% | +0.8% | -46.0% | -46.6% |
| 6M | -39.1% | -6.6% | -32.5% | -39.3% |
| YTD | -65.3% | +7.8% | -73.1% | -67.5% |
| 1Y | -78.4% | +7.4% | -85.8% | -79.8% |
| 3Y | -90.3% | +78.8% | -169.1% | -92.7% |
| All | -99.2% | +179.9% | -279.1% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling