+2,053.0%
LLY vs ITUB
+169.9%
+1,883.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +4.6% | +1.1% | +3.5% | +4.5% |
| 30D | +22.4% | -25.4% | +47.8% | +25.5% |
| 3M | +17.1% | -0.3% | +17.4% | +16.3% |
| 6M | +44.6% | -8.0% | +52.6% | +44.5% |
| YTD | +33.5% | +5.2% | +28.2% | +30.9% |
| 1Y | +41.1% | +7.4% | +33.7% | +38.0% |
| 3Y | +143.8% | +74.5% | +69.3% | +122.5% |
| 5Y | +473.4% | +175.8% | +297.5% | +384.1% |
| All | +2,053.0% | +169.9% | +1,883.1% | +1,690.3% |
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