+2,080.1%
LLY vs ITUB
+175.8%
+1,904.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | +6.7% | +1.9% | +4.8% | +6.5% |
| 30D | +19.6% | -22.2% | +41.7% | +22.1% |
| 3M | +19.7% | +2.7% | +17.0% | +18.5% |
| 6M | +42.7% | -3.0% | +45.7% | +41.9% |
| YTD | +35.1% | +7.5% | +27.6% | +32.3% |
| 1Y | +42.2% | +10.5% | +31.7% | +38.7% |
| 3Y | +140.8% | +81.0% | +59.8% | +118.9% |
| 5Y | +480.6% | +181.8% | +298.8% | +389.2% |
| All | +2,080.1% | +175.8% | +1,904.3% | +1,709.1% |
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