+73.0%
LMT vs ITUB
+186.2%
-113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | -13.1% | +12.6% | -25.7% | -14.1% |
| 3M | -3.9% | +6.4% | -10.3% | -4.6% |
| 6M | -18.3% | +0.6% | -18.9% | -18.5% |
| YTD | +10.3% | +18.8% | -8.5% | +8.1% |
| 1Y | +14.2% | +31.0% | -16.8% | +10.9% |
| 3Y | +35.0% | +118.1% | -83.1% | +23.6% |
| All | +73.0% | +186.2% | -113.1% | +50.9% |
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