+103.0%
LEN vs ITUB
+220.1%
-117.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -4.8% | +2.2% | -7.0% | -5.4% |
| 30D | -6.6% | +12.6% | -19.2% | -9.7% |
| 3M | -15.7% | +6.4% | -22.1% | -17.5% |
| 6M | -16.6% | +0.6% | -17.2% | -17.2% |
| YTD | -21.3% | +18.8% | -40.2% | -25.7% |
| 1Y | -42.0% | +31.0% | -73.0% | -46.8% |
| 3Y | -27.9% | +118.1% | -146.0% | -43.6% |
| 5Y | -10.7% | +193.0% | -203.7% | -38.4% |
| All | +103.0% | +220.1% | -117.1% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling