+466.3%
LLY vs ITUB
+182.0%
+284.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.5% |
| 7D | +1.6% | +4.9% | -3.2% | +1.5% |
| 30D | +21.5% | -27.2% | +48.7% | +22.6% |
| 3M | +16.4% | -6.1% | +22.5% | +16.2% |
| 6M | +51.5% | -10.7% | +62.2% | +51.4% |
| YTD | +33.9% | +5.5% | +28.4% | +32.2% |
| 1Y | +49.1% | +7.8% | +41.3% | +47.0% |
| 3Y | +144.6% | +75.0% | +69.6% | +130.6% |
| 5Y | +466.3% | +178.6% | +287.8% | +397.9% |
| All | +466.3% | +182.0% | +284.4% | +397.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling