+1,580.3%
LLY vs ITUB
+197.6%
+1,382.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | +2.6% | -11.2% | -8.9% |
| 3M | -1.6% | +8.4% | -10.1% | -2.6% |
| 6M | +11.8% | -0.5% | +12.4% | +11.6% |
| YTD | +5.1% | +15.3% | -10.2% | +2.9% |
| 1Y | +50.7% | +28.7% | +22.0% | +45.5% |
| 3Y | +95.7% | +118.7% | -23.0% | +75.4% |
| 5Y | +390.2% | +182.7% | +207.5% | +316.9% |
| 10Y | +1,580.3% | +207.6% | +1,372.7% | +1,232.2% |
| All | +1,580.3% | +197.6% | +1,382.7% | +1,232.2% |
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