-9.3%
LHX vs ITUB
+9.0%
-18.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.7% | -6.7% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +9.7% | -26.6% | +36.3% | +12.3% |
| 3M | -8.5% | -11.1% | +2.6% | -9.3% |
| 6M | -15.1% | -13.1% | -2.0% | -15.7% |
| YTD | -10.4% | +3.9% | -14.3% | -16.9% |
| 1Y | -9.3% | +9.8% | -19.0% | -18.5% |
| All | -9.3% | +9.0% | -18.3% | -18.5% |
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