-32.0%
LII vs ITUB
+28.5%
-60.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -11.2% | +2.6% | -13.8% | -11.9% |
| 3M | -28.8% | +8.4% | -37.2% | -30.6% |
| 6M | -26.9% | -0.5% | -26.4% | -27.2% |
| YTD | -22.2% | +15.3% | -37.5% | -25.0% |
| 1Y | -32.0% | +28.7% | -60.7% | -36.8% |
| All | -32.0% | +28.5% | -60.5% | -36.8% |
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 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