+3,556.6%
LLY vs ITUB
+1,733.1%
+1,823.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.8% |
| 7D | +1.6% | +4.9% | -3.2% | +0.9% |
| 30D | +21.5% | -27.2% | +48.7% | +26.4% |
| 3M | +16.4% | -6.1% | +22.5% | +16.4% |
| 6M | +51.5% | -10.7% | +62.2% | +52.2% |
| YTD | +33.9% | +5.5% | +28.4% | +30.8% |
| 1Y | +49.1% | +7.8% | +41.3% | +45.0% |
| 3Y | +144.6% | +75.0% | +69.6% | +118.5% |
| 5Y | +466.3% | +178.6% | +287.8% | +361.9% |
| 10Y | +2,024.1% | +162.9% | +1,861.3% | +1,542.4% |
| All | +3,556.6% | +1,733.1% | +1,823.5% | +2,176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling