+2.0%
LII vs ITUB
+125.3%
-123.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.8% |
| 7D | +2.1% | +8.2% | -6.1% | +0.2% |
| 30D | -12.4% | +4.7% | -17.1% | -13.5% |
| 3M | -24.8% | +13.0% | -37.8% | -27.1% |
| 6M | -25.2% | +4.2% | -29.3% | -26.0% |
| YTD | -20.3% | +18.6% | -38.8% | -23.5% |
| 1Y | -32.9% | +31.3% | -64.2% | -37.2% |
| 3Y | +2.0% | +124.9% | -122.8% | -21.7% |
| All | +2.0% | +125.3% | -123.3% | -21.7% |
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 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