+104.8%
LSCC vs ITUB
+81.0%
+23.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.6% | -6.3% |
| 7D | +7.0% | +1.9% | +5.1% | +6.3% |
| 30D | -2.3% | -22.2% | +19.9% | +6.0% |
| 3M | -12.5% | +2.7% | -15.2% | -17.2% |
| 6M | -10.6% | -3.0% | -7.6% | -13.3% |
| YTD | +52.7% | +7.5% | +45.2% | +44.0% |
| 1Y | +74.0% | +10.5% | +63.5% | +62.0% |
| 3Y | +104.8% | +81.0% | +23.8% | +57.6% |
| All | +104.8% | +81.0% | +23.8% | +57.6% |
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