+137.8%
LTH vs ITUB
+181.1%
-43.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +15.7% | -22.2% | +37.8% | +20.1% |
| 3M | +5.0% | +2.7% | +2.3% | +1.8% |
| 6M | +37.7% | -3.0% | +40.6% | +34.8% |
| YTD | +75.0% | +7.5% | +67.5% | +66.6% |
| 1Y | +82.6% | +10.5% | +72.2% | +72.4% |
| 3Y | +241.3% | +81.0% | +160.3% | +178.3% |
| All | +137.8% | +181.1% | -43.3% | +54.5% |
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