+29.9%
LDOS vs ITUB
+77.2%
-47.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | -3.5% | +1.1% | -4.6% | -3.5% |
| 30D | +9.5% | -25.4% | +35.0% | +10.3% |
| 3M | -6.3% | -0.3% | -6.0% | -7.1% |
| 6M | +2.8% | -8.0% | +10.8% | +2.2% |
| YTD | -26.6% | +5.2% | -31.9% | -28.7% |
| 1Y | -31.3% | +7.4% | -38.7% | -33.3% |
| All | +29.9% | +77.2% | -47.3% | +21.8% |
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