+48.7%
LUNR vs ITUB
+218.3%
-169.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -3.1% | +2.2% | -5.3% | -3.6% |
| 30D | -15.3% | +12.6% | -28.0% | -17.8% |
| 3M | -53.2% | +6.4% | -59.6% | -54.0% |
| 6M | -22.2% | +0.6% | -22.8% | -22.5% |
| YTD | -11.6% | +18.8% | -30.4% | -13.7% |
| 1Y | +68.4% | +31.0% | +37.4% | +62.4% |
| 3Y | +216.8% | +118.1% | +98.7% | +202.3% |
| All | +48.7% | +218.3% | -169.6% | +43.6% |
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