-24.7%
LDOS vs ITUB
+30.8%
-55.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -5.4% | +8.7% | -14.1% | -5.3% |
| 30D | +4.9% | -0.7% | +5.6% | +5.0% |
| 3M | +7.2% | +7.8% | -0.6% | +6.5% |
| 6M | -24.2% | -3.4% | -20.8% | -24.0% |
| YTD | -25.8% | +16.3% | -42.1% | -29.9% |
| 1Y | -24.7% | +29.8% | -54.5% | -30.3% |
| All | -24.7% | +30.8% | -55.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling