+1,379.1%
LSCC vs ITUB
+143.4%
+1,235.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.8% |
| 7D | +19.3% | +5.5% | +13.8% | +17.5% |
| 30D | -9.6% | -25.6% | +15.9% | -2.3% |
| 3M | -12.4% | -4.7% | -7.7% | -12.7% |
| 6M | -10.5% | -8.6% | -1.8% | -9.7% |
| YTD | +54.8% | +7.9% | +46.8% | +49.4% |
| 1Y | +79.4% | +11.2% | +68.2% | +71.4% |
| 3Y | +109.6% | +82.6% | +26.9% | +72.9% |
| 5Y | +40.4% | +192.7% | -152.4% | -1.3% |
| 10Y | +1,379.1% | +144.7% | +1,234.4% | +944.4% |
| All | +1,379.1% | +143.4% | +1,235.7% | +944.4% |
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