+361.6%
LRCX vs ITUB
+120.9%
+240.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -4.1% |
| 30D | -8.6% | +12.6% | -21.2% | -13.9% |
| 3M | -17.7% | +6.4% | -24.1% | -20.3% |
| 6M | +36.4% | +0.6% | +35.8% | +35.7% |
| YTD | +74.5% | +18.8% | +55.7% | +65.6% |
| 1Y | +159.4% | +31.0% | +128.4% | +138.0% |
| 3Y | +361.6% | +118.1% | +243.5% | +252.5% |
| All | +361.6% | +120.9% | +240.7% | +252.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling