+95.6%
LLY vs ITUB
+125.3%
-29.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.2% |
| 7D | -3.1% | +8.2% | -11.4% | -3.3% |
| 30D | -5.1% | +4.7% | -9.8% | -5.2% |
| 3M | -2.1% | +13.0% | -15.1% | -2.4% |
| 6M | +13.8% | +4.2% | +9.7% | +13.8% |
| YTD | +5.1% | +18.6% | -13.5% | +4.1% |
| 1Y | +53.1% | +31.3% | +21.9% | +51.0% |
| 3Y | +95.6% | +124.9% | -29.3% | +70.4% |
| All | +95.6% | +125.3% | -29.7% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling