+1,568.0%
LITE vs ITUB
+169.9%
+1,398.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | +22.6% | +1.1% | +21.5% | +22.4% |
| 30D | -36.8% | -25.4% | -11.3% | -32.1% |
| 3M | -33.0% | -0.3% | -32.7% | -34.4% |
| 6M | -37.1% | -8.0% | -29.1% | -36.9% |
| YTD | +69.5% | +5.2% | +64.2% | +64.1% |
| 1Y | +146.1% | +7.4% | +138.7% | +136.9% |
| 3Y | +1,440.8% | +74.5% | +1,366.3% | +1,193.4% |
| 5Y | +580.4% | +175.8% | +404.6% | +391.5% |
| All | +1,568.0% | +169.9% | +1,398.0% | +1,105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling