-8.6%
LII vs ITUB
+85.1%
-93.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.2% |
| 7D | -0.6% | +3.7% | -4.3% | -1.3% |
| 30D | -4.6% | -24.1% | +19.5% | +0.1% |
| 3M | -21.2% | -9.6% | -11.7% | -20.6% |
| 6M | -36.4% | -11.5% | -24.9% | -35.7% |
| YTD | -28.9% | +5.5% | -34.4% | -30.6% |
| 1Y | -29.5% | +9.9% | -39.4% | -31.8% |
| 3Y | -8.6% | +84.8% | -93.3% | -18.2% |
| All | -8.6% | +85.1% | -93.7% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling