+135.2%
LTH vs ITUB
+179.7%
-44.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.1% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -1.7% | +2.6% | -4.3% | -2.4% |
| 3M | +28.0% | +8.4% | +19.6% | +25.1% |
| 6M | +54.1% | -0.5% | +54.6% | +53.4% |
| YTD | +57.1% | +15.3% | +41.8% | +50.9% |
| 1Y | +45.8% | +28.7% | +17.1% | +36.1% |
| 3Y | +157.6% | +118.7% | +38.9% | +108.0% |
| All | +135.2% | +179.7% | -44.5% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling