+45.2%
LDOS vs ITUB
+173.6%
-128.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.4% | +8.7% | -14.1% | -6.3% |
| 30D | +4.9% | -0.7% | +5.6% | +4.9% |
| 3M | +7.2% | +7.8% | -0.6% | +6.0% |
| 6M | -24.2% | -3.4% | -20.8% | -24.2% |
| YTD | -25.8% | +16.3% | -42.1% | -27.9% |
| 1Y | -24.7% | +29.8% | -54.5% | -28.0% |
| 3Y | +39.3% | +111.1% | -71.8% | +23.3% |
| All | +45.2% | +173.6% | -128.3% | +20.5% |
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