+185.8%
LMT vs ITUB
+220.1%
-34.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | +2.2% | -2.4% | -0.5% |
| 30D | -13.1% | +12.6% | -25.7% | -14.7% |
| 3M | -3.9% | +6.4% | -10.3% | -5.0% |
| 6M | -18.3% | +0.6% | -18.9% | -18.7% |
| YTD | +10.3% | +18.8% | -8.5% | +6.8% |
| 1Y | +14.2% | +31.0% | -16.8% | +8.7% |
| 3Y | +35.0% | +118.1% | -83.1% | +16.8% |
| 5Y | +73.2% | +193.0% | -119.8% | +39.1% |
| All | +185.8% | +220.1% | -34.3% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling