+52,632.2%
LNG vs ITUB
+1,902.7%
+50,729.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +1.0% |
| 7D | -6.7% | 0.0% | -6.7% | -6.8% |
| 30D | +3.9% | +2.6% | +1.3% | +2.5% |
| 3M | +15.5% | +8.4% | +7.1% | +11.3% |
| 6M | +10.5% | -0.5% | +11.1% | +8.9% |
| YTD | +43.0% | +15.3% | +27.7% | +32.2% |
| 1Y | +18.9% | +28.7% | -9.8% | +4.8% |
| 3Y | +74.7% | +118.7% | -44.0% | +21.1% |
| 5Y | +231.2% | +182.7% | +48.6% | +96.8% |
| 10Y | +544.5% | +207.6% | +336.9% | +215.0% |
| All | +52,632.2% | +1,902.7% | +50,729.5% | +12,044.2% |
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