+1,486.2%
LSCC vs ITUB
+176.5%
+1,309.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.7% |
| 7D | +14.5% | +3.7% | +10.8% | +13.4% |
| 30D | -0.1% | -24.9% | +24.9% | +7.9% |
| 3M | -2.7% | +0.8% | -3.4% | -4.5% |
| 6M | -4.8% | -6.6% | +1.8% | -4.6% |
| YTD | +66.9% | +7.8% | +59.1% | +61.2% |
| 1Y | +85.8% | +7.4% | +78.5% | +79.5% |
| 3Y | +115.6% | +78.8% | +36.8% | +78.7% |
| 5Y | +48.8% | +179.9% | -131.1% | +5.7% |
| All | +1,486.2% | +176.5% | +1,309.7% | +1,005.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling