+4,835.7%
LII vs ITUB
+1,920.1%
+2,915.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.4% |
| 7D | -0.7% | +8.7% | -9.4% | -2.9% |
| 30D | -12.6% | -0.7% | -11.9% | -12.6% |
| 3M | -24.4% | +7.8% | -32.2% | -26.0% |
| 6M | -28.7% | -3.4% | -25.3% | -28.3% |
| YTD | -19.1% | +16.3% | -35.4% | -22.6% |
| 1Y | -29.7% | +29.8% | -59.5% | -34.7% |
| 3Y | +4.8% | +111.1% | -106.3% | -15.4% |
| 5Y | +24.6% | +173.6% | -149.0% | -9.2% |
| 10Y | +169.2% | +193.2% | -24.0% | +72.3% |
| All | +4,835.7% | +1,920.1% | +2,915.7% | +1,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling