+875.2%
LH vs ITUB
+1,959.7%
-1,084.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -0.8% | +8.2% | -9.1% | -2.1% |
| 30D | +2.0% | +4.7% | -2.7% | +1.2% |
| 3M | +24.3% | +13.0% | +11.2% | +21.7% |
| 6M | +21.1% | +4.2% | +16.9% | +19.8% |
| YTD | +30.4% | +18.6% | +11.9% | +26.3% |
| 1Y | +18.4% | +31.3% | -12.9% | +12.7% |
| 3Y | +65.5% | +124.9% | -59.4% | +43.5% |
| 5Y | +29.9% | +195.6% | -165.7% | +5.7% |
| 10Y | +186.6% | +196.4% | -9.7% | +122.2% |
| All | +875.2% | +1,959.7% | -1,084.5% | +450.6% |
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