+234.1%
LTH vs ITUB
+77.2%
+157.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.9% |
| 7D | -4.6% | +1.1% | -5.7% | -4.8% |
| 30D | +14.8% | -25.4% | +40.3% | +18.2% |
| 3M | +3.9% | -0.3% | +4.2% | +0.9% |
| 6M | +35.5% | -8.0% | +43.4% | +33.3% |
| YTD | +71.3% | +5.2% | +66.1% | +63.6% |
| 1Y | +75.7% | +7.4% | +68.3% | +66.8% |
| All | +234.1% | +77.2% | +157.0% | +169.7% |
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