+133.8%
LTH vs ITUB
+188.3%
-54.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -4.0% | +2.2% | -6.2% | -4.5% |
| 30D | -5.3% | +12.6% | -17.9% | -7.9% |
| 3M | +19.0% | +6.4% | +12.6% | +16.9% |
| 6M | +55.8% | +0.6% | +55.2% | +54.7% |
| YTD | +56.1% | +18.8% | +37.3% | +48.9% |
| 1Y | +41.3% | +31.0% | +10.2% | +31.3% |
| 3Y | +156.6% | +118.1% | +38.6% | +107.3% |
| All | +133.8% | +188.3% | -54.5% | +59.8% |
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 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