+4,238.4%
LII vs ITUB
+1,733.1%
+2,505.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.3% |
| 7D | -0.6% | +3.7% | -4.3% | -1.5% |
| 30D | -4.6% | -24.1% | +19.5% | +1.6% |
| 3M | -21.2% | -9.6% | -11.7% | -20.2% |
| 6M | -36.4% | -11.5% | -24.9% | -35.3% |
| YTD | -28.9% | +5.5% | -34.4% | -31.1% |
| 1Y | -29.5% | +9.9% | -39.4% | -32.4% |
| 3Y | -8.6% | +84.8% | -93.3% | -24.4% |
| 5Y | +20.2% | +182.6% | -162.4% | -13.6% |
| 10Y | +166.2% | +141.7% | +24.5% | +77.9% |
| All | +4,238.4% | +1,733.1% | +2,505.3% | +1,312.8% |
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 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