+498.1%
LDOS vs ITUB
+327.8%
+170.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.4% | +8.7% | -14.1% | -6.8% |
| 30D | +4.9% | -0.7% | +5.6% | +4.8% |
| 3M | +7.2% | +7.8% | -0.6% | +5.4% |
| 6M | -24.2% | -3.4% | -20.8% | -24.3% |
| YTD | -25.8% | +16.3% | -42.1% | -28.4% |
| 1Y | -24.7% | +29.8% | -54.5% | -28.8% |
| 3Y | +39.3% | +111.1% | -71.8% | +19.4% |
| 5Y | +43.3% | +173.6% | -130.2% | +14.8% |
| 10Y | +278.6% | +193.2% | +85.3% | +181.2% |
| All | +498.1% | +327.8% | +170.2% | +269.4% |
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 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