+76.2%
LSCC vs ITUB
+30.7%
+45.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.1% |
| 7D | +5.2% | +8.2% | -3.0% | -0.1% |
| 30D | -9.6% | +4.7% | -14.3% | -12.4% |
| 3M | -17.8% | +13.0% | -30.8% | -25.0% |
| 6M | +37.4% | +4.2% | +33.3% | +32.6% |
| YTD | +59.7% | +18.6% | +41.1% | +47.6% |
| 1Y | +76.2% | +31.3% | +45.0% | +48.8% |
| All | +76.2% | +30.7% | +45.5% | +48.8% |
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