+87.3%
LSCC vs ITUB
+7.8%
+79.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.5% |
| 7D | +14.5% | +3.7% | +10.8% | +13.1% |
| 30D | -0.1% | -24.9% | +24.9% | +10.3% |
| 3M | -2.7% | +0.8% | -3.4% | -9.8% |
| 6M | -4.8% | -6.6% | +1.8% | -7.7% |
| YTD | +66.9% | +7.8% | +59.1% | +58.3% |
| All | +87.3% | +7.8% | +79.5% | +77.2% |
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