+4,349.5%
LII vs ITUB
+1,772.8%
+2,576.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -2.3% | +3.7% | -6.0% | -3.2% |
| 30D | -1.7% | -24.9% | +23.2% | +5.0% |
| 3M | -18.3% | +0.8% | -19.1% | -19.4% |
| 6M | -32.3% | -6.6% | -25.7% | -32.1% |
| YTD | -27.1% | +7.8% | -34.9% | -29.7% |
| 1Y | -27.2% | +7.4% | -34.6% | -29.8% |
| 3Y | -8.9% | +78.8% | -87.7% | -24.1% |
| 5Y | +19.7% | +179.9% | -160.2% | -13.7% |
| 10Y | +168.9% | +170.9% | -2.0% | +74.5% |
| All | +4,349.5% | +1,772.8% | +2,576.7% | +1,341.2% |
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 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