-3.3%
LVS vs ITUB
+220.1%
-223.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -3.5% | +2.2% | -5.7% | -4.2% |
| 30D | -6.2% | +12.6% | -18.9% | -9.8% |
| 3M | -14.8% | +6.4% | -21.2% | -16.8% |
| 6M | -20.9% | +0.6% | -21.4% | -21.6% |
| YTD | -33.0% | +18.8% | -51.9% | -37.4% |
| 1Y | -20.0% | +31.0% | -51.0% | -27.7% |
| 3Y | -6.9% | +118.1% | -125.0% | -30.3% |
| 5Y | +9.1% | +193.0% | -183.9% | -29.3% |
| All | -3.3% | +220.1% | -223.4% | -40.0% |
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