+1,795.0%
LSCC vs ITUB
+192.5%
+1,602.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +5.2% | +8.2% | -3.0% | +2.7% |
| 30D | -9.6% | +4.7% | -14.3% | -11.0% |
| 3M | -17.8% | +13.0% | -30.8% | -20.9% |
| 6M | +37.4% | +4.2% | +33.3% | +35.8% |
| YTD | +59.7% | +18.6% | +41.1% | +52.4% |
| 1Y | +76.2% | +31.3% | +45.0% | +63.3% |
| 3Y | +28.2% | +124.9% | -96.7% | +1.6% |
| 5Y | +87.2% | +195.6% | -108.4% | +33.4% |
| 10Y | +1,795.0% | +196.4% | +1,598.6% | +1,214.4% |
| All | +1,795.0% | +192.5% | +1,602.5% | +1,214.4% |
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