+24.4%
LII vs ITUB
+181.4%
-157.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.7% |
| 7D | +2.1% | +8.2% | -6.1% | +0.6% |
| 30D | -12.4% | +4.7% | -17.1% | -13.2% |
| 3M | -24.8% | +13.0% | -37.8% | -26.6% |
| 6M | -25.2% | +4.2% | -29.3% | -25.8% |
| YTD | -20.3% | +18.6% | -38.8% | -22.8% |
| 1Y | -32.9% | +31.3% | -64.2% | -36.3% |
| 3Y | +2.0% | +124.9% | -122.8% | -11.7% |
| 5Y | +24.4% | +195.6% | -171.2% | +2.2% |
| All | +24.4% | +181.4% | -157.0% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling