+222.0%
LHX vs ITUB
+220.1%
+1.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | +2.2% | -6.5% | -4.6% |
| 30D | -15.1% | +12.6% | -27.8% | -16.8% |
| 3M | -21.0% | +6.4% | -27.4% | -22.0% |
| 6M | -32.0% | +0.6% | -32.6% | -32.3% |
| YTD | -15.3% | +18.8% | -34.2% | -18.1% |
| 1Y | -11.1% | +31.0% | -42.1% | -15.4% |
| 3Y | +54.0% | +118.1% | -64.1% | +33.2% |
| 5Y | +17.1% | +193.0% | -175.9% | -6.0% |
| All | +222.0% | +220.1% | +1.9% | +142.4% |
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