+1,115.2%
LNT vs ITUB
+1,959.7%
-844.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.6% |
| 7D | +1.0% | +8.2% | -7.2% | -0.3% |
| 30D | -1.1% | +4.7% | -5.8% | -1.9% |
| 3M | -3.6% | +13.0% | -16.6% | -5.7% |
| 6M | -2.7% | +4.2% | -6.8% | -3.8% |
| YTD | +8.0% | +18.6% | -10.6% | +4.3% |
| 1Y | +10.5% | +31.3% | -20.8% | +4.7% |
| 3Y | +49.6% | +124.9% | -75.3% | +28.3% |
| 5Y | +32.2% | +195.6% | -163.4% | +5.8% |
| 10Y | +141.8% | +196.4% | -54.6% | +79.7% |
| All | +1,115.2% | +1,959.7% | -844.5% | +541.7% |
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