+69.6%
LSCC vs ITUB
+9.0%
+60.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.1% |
| 7D | +3.0% | -1.6% | +4.6% | +3.6% |
| 30D | -19.3% | -26.6% | +7.3% | -10.5% |
| 3M | -22.3% | -11.1% | -11.2% | -22.7% |
| 6M | -14.6% | -13.1% | -1.5% | -14.0% |
| YTD | +45.8% | +3.9% | +41.9% | +40.4% |
| 1Y | +69.6% | +9.8% | +59.9% | +54.0% |
| All | +69.6% | +9.0% | +60.6% | +54.0% |
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 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