+42.2%
LLY vs ITUB
+8.3%
+33.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.3% |
| 7D | +6.7% | +1.9% | +4.8% | +6.8% |
| 30D | +19.6% | -22.2% | +41.7% | +18.7% |
| 3M | +19.7% | +2.7% | +17.0% | +19.5% |
| 6M | +42.7% | -3.0% | +45.7% | +42.0% |
| YTD | +35.1% | +7.5% | +27.6% | +32.4% |
| 1Y | +42.2% | +10.5% | +31.7% | +39.4% |
| All | +42.2% | +8.3% | +33.9% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling