+25.2%
LH vs ITUB
+185.6%
-160.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.1% | -4.7% |
| 7D | -7.4% | +1.0% | -8.4% | -7.5% |
| 30D | -4.6% | +10.7% | -15.3% | -5.7% |
| 3M | +14.5% | +10.1% | +4.5% | +13.0% |
| 6M | +14.8% | -0.1% | +14.9% | +14.5% |
| YTD | +23.3% | +18.4% | +4.8% | +20.3% |
| 1Y | +13.6% | +31.3% | -17.7% | +9.5% |
| 3Y | +56.3% | +124.6% | -68.3% | +40.9% |
| 5Y | +25.2% | +192.0% | -166.8% | +7.8% |
| All | +25.2% | +185.6% | -160.4% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling