+162.9%
LII vs ITUB
+169.9%
-7.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -0.6% | -25.4% | +24.9% | +4.4% |
| 3M | -17.0% | -0.3% | -16.7% | -17.6% |
| 6M | -31.1% | -8.0% | -23.2% | -30.7% |
| YTD | -27.7% | +5.2% | -32.9% | -29.1% |
| 1Y | -26.2% | +7.4% | -33.6% | -28.0% |
| 3Y | -9.6% | +74.5% | -84.1% | -20.0% |
| 5Y | +15.7% | +175.8% | -160.2% | -7.4% |
| All | +162.9% | +169.9% | -7.0% | +107.7% |
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