+170.6%
LII vs ITUB
+154.1%
+16.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +0.4% | +4.9% | -4.5% | -0.4% |
| 30D | -2.4% | -27.2% | +24.8% | +3.0% |
| 3M | -17.5% | -6.1% | -11.4% | -17.3% |
| 6M | -32.8% | -10.7% | -22.2% | -32.1% |
| YTD | -27.7% | +5.5% | -33.2% | -29.2% |
| 1Y | -28.1% | +7.8% | -35.9% | -29.9% |
| 3Y | -9.7% | +75.0% | -84.6% | -20.0% |
| 5Y | +19.5% | +178.6% | -159.1% | -4.4% |
| 10Y | +170.6% | +162.9% | +7.8% | +115.2% |
| All | +170.6% | +154.1% | +16.5% | +115.2% |
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