+75.7%
LSCC vs ITUB
+30.8%
+44.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.8% | +2.5% |
| 7D | +1.3% | +8.7% | -7.4% | -4.1% |
| 30D | -9.7% | -0.7% | -9.0% | -9.3% |
| 3M | -23.7% | +7.8% | -31.5% | -28.0% |
| 6M | +26.5% | -3.4% | +29.9% | +27.6% |
| YTD | +57.5% | +16.3% | +41.2% | +47.6% |
| 1Y | +75.7% | +29.8% | +45.9% | +50.7% |
| All | +75.7% | +30.8% | +44.9% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling