+50.7%
LLY vs ITUB
+28.5%
+22.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | +2.6% | -11.2% | -8.7% |
| 3M | -1.6% | +8.4% | -10.1% | -1.7% |
| 6M | +11.8% | -0.5% | +12.4% | +11.8% |
| YTD | +5.1% | +15.3% | -10.2% | +4.7% |
| 1Y | +50.7% | +28.7% | +22.0% | +52.9% |
| All | +50.7% | +28.5% | +22.2% | +52.9% |
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