+85.8%
LSCC vs ITUB
+85.1%
+0.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.8% | +6.6% |
| 7D | +13.0% | +3.7% | +9.3% | +11.4% |
| 30D | -19.8% | -24.1% | +4.3% | -12.3% |
| 3M | -18.4% | -9.6% | -8.8% | -18.1% |
| 6M | -16.1% | -11.5% | -4.6% | -15.1% |
| YTD | +42.7% | +5.5% | +37.2% | +35.5% |
| 1Y | +68.0% | +9.9% | +58.1% | +56.5% |
| 3Y | +85.8% | +84.8% | +1.1% | +37.2% |
| All | +85.8% | +85.1% | +0.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling