+1,210.9%
LPLA vs ITUB
+220.1%
+990.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.5% | +2.2% | -3.8% | -2.3% |
| 30D | -6.0% | +12.6% | -18.6% | -10.0% |
| 3M | +24.0% | +6.4% | +17.6% | +20.9% |
| 6M | +17.0% | +0.6% | +16.4% | +15.7% |
| YTD | -0.7% | +18.8% | -19.5% | -7.9% |
| 1Y | +2.1% | +31.0% | -28.9% | -8.9% |
| 3Y | +48.7% | +118.1% | -69.4% | +6.5% |
| 5Y | +151.2% | +193.0% | -41.8% | +54.6% |
| All | +1,210.9% | +220.1% | +990.8% | +690.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling