+36.5%
LMT vs ITUB
+120.1%
-83.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | -10.8% | +10.7% | -21.5% | -11.3% |
| 3M | +1.6% | +10.1% | -8.5% | +0.9% |
| 6M | -17.6% | -0.1% | -17.4% | -17.6% |
| YTD | +11.6% | +18.4% | -6.8% | +10.3% |
| 1Y | +17.2% | +31.3% | -14.0% | +15.4% |
| All | +36.5% | +120.1% | -83.6% | +33.6% |
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 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