+416.0%
LRCX vs ITUB
+186.2%
+229.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | -8.6% | +12.6% | -21.2% | -12.4% |
| 3M | -17.7% | +6.4% | -24.1% | -19.6% |
| 6M | +36.4% | +0.6% | +35.8% | +36.0% |
| YTD | +74.5% | +18.8% | +55.7% | +67.3% |
| 1Y | +159.4% | +31.0% | +128.4% | +142.1% |
| 3Y | +361.6% | +118.1% | +243.5% | +276.8% |
| All | +416.0% | +186.2% | +229.9% | +302.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling