+3,712.1%
LITE vs ITUB
+260.6%
+3,451.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +10.1% |
| 7D | +3.4% | +3.7% | -0.3% | +2.6% |
| 30D | -34.9% | -24.9% | -10.0% | -30.8% |
| 3M | -21.0% | +0.8% | -21.8% | -22.6% |
| 6M | -38.5% | -6.6% | -31.8% | -38.5% |
| YTD | +75.8% | +7.8% | +68.0% | +70.0% |
| 1Y | +156.7% | +7.4% | +149.3% | +148.4% |
| 3Y | +1,498.6% | +78.8% | +1,419.8% | +1,263.6% |
| 5Y | +610.9% | +179.9% | +431.0% | +434.4% |
| 10Y | +1,670.7% | +170.9% | +1,499.8% | +1,207.4% |
| All | +3,712.1% | +260.6% | +3,451.6% | +2,432.6% |
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