+143.5%
LTH vs ITUB
+182.1%
-38.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -0.6% | +8.7% | -9.4% | -2.5% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +32.8% | +7.8% | +25.0% | +30.0% |
| 6M | +64.6% | -3.4% | +68.0% | +65.1% |
| YTD | +62.6% | +16.3% | +46.4% | +56.0% |
| 1Y | +49.9% | +29.8% | +20.1% | +39.7% |
| 3Y | +151.3% | +111.1% | +40.3% | +104.5% |
| All | +143.5% | +182.1% | -38.6% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling