+562.5%
LITE vs ITUB
+181.1%
+381.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.1% |
| 7D | +10.8% | +1.9% | +8.9% | +10.3% |
| 30D | -33.4% | -22.2% | -11.3% | -29.5% |
| 3M | -32.2% | +2.7% | -34.9% | -34.8% |
| 6M | -42.1% | -3.0% | -39.1% | -43.1% |
| YTD | +61.9% | +7.5% | +54.3% | +55.0% |
| 1Y | +163.0% | +10.5% | +152.5% | +149.9% |
| 3Y | +1,358.0% | +81.0% | +1,277.0% | +1,128.2% |
| All | +562.5% | +181.1% | +381.3% | +432.4% |
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 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