+498.3%
LDOS vs ITUB
+288.2%
+210.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -7.2% | +3.7% | -10.9% | -7.8% |
| 30D | +16.8% | -24.1% | +40.9% | +21.5% |
| 3M | -1.6% | -9.6% | +8.0% | -1.0% |
| 6M | -1.0% | -11.5% | +10.5% | -0.3% |
| YTD | -25.8% | +5.5% | -31.3% | -27.9% |
| 1Y | -31.1% | +9.9% | -40.9% | -33.6% |
| 3Y | +32.8% | +84.8% | -52.0% | +15.5% |
| 5Y | +49.4% | +182.6% | -133.3% | +18.1% |
| 10Y | +253.9% | +141.7% | +112.2% | +169.5% |
| All | +498.3% | +288.2% | +210.1% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling