+50.0%
LULU vs ITUB
+220.1%
-170.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -18.1% | +12.6% | -30.7% | -20.2% |
| 3M | -18.8% | +6.4% | -25.2% | -20.0% |
| 6M | -39.2% | +0.6% | -39.8% | -39.4% |
| YTD | -52.4% | +18.8% | -71.2% | -54.3% |
| 1Y | -40.3% | +31.0% | -71.3% | -44.0% |
| 3Y | -75.1% | +118.1% | -193.2% | -79.4% |
| 5Y | -76.7% | +193.0% | -269.8% | -82.5% |
| All | +50.0% | +220.1% | -170.1% | +9.4% |
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