-97.8%
LCID vs ITUB
+186.4%
-284.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -6.7% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -35.4% | +2.6% | -38.0% | -36.1% |
| 3M | -17.1% | +8.4% | -25.5% | -20.5% |
| 6M | -58.9% | -0.5% | -58.4% | -59.2% |
| YTD | -59.6% | +15.3% | -74.9% | -62.2% |
| 1Y | -78.0% | +28.7% | -106.7% | -80.3% |
| 3Y | -92.7% | +118.7% | -211.3% | -94.6% |
| 5Y | -97.8% | +182.7% | -280.5% | -98.5% |
| All | -97.8% | +186.4% | -284.2% | -98.5% |
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