-38.5%
LITE vs ITUB
-8.7%
-29.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +10.4% |
| 7D | +3.4% | +3.7% | -0.3% | +3.1% |
| 30D | -34.9% | -24.9% | -10.0% | -32.7% |
| 3M | -21.0% | +0.8% | -21.8% | -26.7% |
| 6M | -38.5% | -6.6% | -31.8% | -41.0% |
| All | -38.5% | -8.7% | -29.7% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling