+16,860.3%
LRCX vs ITUB
+1,902.7%
+14,957.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.4% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +3.1% | +2.6% | +0.5% | +1.8% |
| 3M | -3.4% | +8.4% | -11.8% | -6.3% |
| 6M | +49.7% | -0.5% | +50.2% | +50.1% |
| YTD | +84.9% | +15.3% | +69.6% | +76.6% |
| 1Y | +200.8% | +28.7% | +172.1% | +176.0% |
| 3Y | +385.1% | +118.7% | +266.4% | +262.3% |
| 5Y | +460.5% | +182.7% | +277.8% | +265.7% |
| 10Y | +3,866.3% | +207.6% | +3,658.7% | +2,199.4% |
| All | +16,860.3% | +1,902.7% | +14,957.6% | +3,742.9% |
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 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