+47.6%
LDOS vs ITUB
+181.1%
-133.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +8.2% | -22.2% | +30.4% | +10.4% |
| 3M | -8.2% | +2.7% | -10.9% | -9.4% |
| 6M | +5.8% | -3.0% | +8.8% | +4.8% |
| YTD | -27.0% | +7.5% | -34.5% | -29.3% |
| 1Y | -31.0% | +10.5% | -41.4% | -33.4% |
| 3Y | +29.3% | +81.0% | -51.7% | +14.5% |
| All | +47.6% | +181.1% | -133.5% | +14.4% |
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