+17.5%
LUV vs ITUB
+220.1%
-202.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -1.0% | +2.2% | -3.2% | -1.7% |
| 30D | -12.4% | +12.6% | -25.0% | -15.8% |
| 3M | -11.0% | +6.4% | -17.4% | -13.1% |
| 6M | -5.0% | +0.6% | -5.6% | -5.3% |
| YTD | -3.8% | +18.8% | -22.6% | -9.4% |
| 1Y | +25.9% | +31.0% | -5.1% | +14.5% |
| 3Y | +42.2% | +118.1% | -75.8% | +7.6% |
| 5Y | -10.8% | +193.0% | -203.8% | -41.2% |
| All | +17.5% | +220.1% | -202.7% | -27.9% |
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 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