+20.0%
LH vs ITUB
+30.8%
-10.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -2.5% | +8.7% | -11.2% | -3.3% |
| 30D | +4.3% | -0.7% | +5.0% | +4.4% |
| 3M | +25.5% | +7.8% | +17.7% | +23.9% |
| 6M | +17.0% | -3.4% | +20.4% | +17.0% |
| YTD | +31.3% | +16.3% | +15.0% | +27.5% |
| 1Y | +20.0% | +29.8% | -9.9% | +15.0% |
| All | +20.0% | +30.8% | -10.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling