+336.0%
LEN vs ITUB
+1,959.7%
-1,623.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.6% |
| 7D | -2.9% | +8.2% | -11.1% | -5.8% |
| 30D | -8.9% | +4.7% | -13.6% | -10.6% |
| 3M | -10.9% | +13.0% | -23.9% | -15.4% |
| 6M | -19.7% | +4.2% | -23.8% | -21.5% |
| YTD | -20.6% | +18.6% | -39.1% | -26.5% |
| 1Y | -42.4% | +31.3% | -73.7% | -49.0% |
| 3Y | -26.5% | +124.9% | -151.4% | -48.3% |
| 5Y | -10.9% | +195.6% | -206.6% | -46.9% |
| 10Y | +100.6% | +196.4% | -95.8% | +3.1% |
| All | +336.0% | +1,959.7% | -1,623.7% | +45.2% |
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