-4.1%
LHX vs ITUB
+30.8%
-34.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -2.0% | +8.7% | -10.7% | -3.6% |
| 30D | -9.9% | -0.7% | -9.2% | -9.8% |
| 3M | -16.5% | +7.8% | -24.3% | -18.4% |
| 6M | -29.6% | -3.4% | -26.2% | -29.2% |
| YTD | -11.6% | +16.3% | -27.8% | -16.7% |
| 1Y | -4.1% | +29.8% | -33.9% | -13.0% |
| All | -4.1% | +30.8% | -34.8% | -13.0% |
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