+1,715.5%
LMT vs ITUB
+1,959.7%
-244.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.8% |
| 7D | -1.5% | +8.2% | -9.8% | -2.8% |
| 30D | -8.2% | +4.7% | -12.9% | -9.0% |
| 3M | +3.7% | +13.0% | -9.3% | +1.6% |
| 6M | -19.2% | +4.2% | -23.3% | -20.0% |
| YTD | +12.9% | +18.6% | -5.7% | +9.3% |
| 1Y | +19.8% | +31.3% | -11.5% | +14.1% |
| 3Y | +37.3% | +124.9% | -87.6% | +18.6% |
| 5Y | +74.4% | +195.6% | -121.2% | +41.4% |
| 10Y | +188.9% | +196.4% | -7.5% | +121.6% |
| All | +1,715.5% | +1,959.7% | -244.2% | +1,062.1% |
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