+2,272.1%
LHX vs ITUB
+1,964.7%
+307.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | +2.2% | -6.5% | -4.8% |
| 30D | -15.1% | +12.6% | -27.8% | -17.6% |
| 3M | -21.0% | +6.4% | -27.4% | -22.4% |
| 6M | -32.0% | +0.6% | -32.6% | -32.5% |
| YTD | -15.3% | +18.8% | -34.2% | -19.4% |
| 1Y | -11.1% | +31.0% | -42.1% | -17.4% |
| 3Y | +54.0% | +118.1% | -64.1% | +24.2% |
| 5Y | +17.1% | +193.0% | -175.9% | -15.3% |
| 10Y | +225.8% | +217.1% | +8.7% | +108.3% |
| All | +2,272.1% | +1,964.7% | +307.4% | +760.8% |
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 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