+179.2%
LH vs ITUB
+220.1%
-40.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.7% | +2.2% | -6.9% | -5.1% |
| 30D | -3.5% | +12.6% | -16.1% | -5.7% |
| 3M | +17.7% | +6.4% | +11.3% | +16.0% |
| 6M | +15.8% | +0.6% | +15.2% | +15.0% |
| YTD | +25.1% | +18.8% | +6.3% | +20.1% |
| 1Y | +12.5% | +31.0% | -18.5% | +5.8% |
| 3Y | +59.8% | +118.1% | -58.3% | +34.1% |
| 5Y | +27.1% | +193.0% | -166.0% | -2.9% |
| All | +179.2% | +220.1% | -40.9% | +97.7% |
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