+48.7%
LVS vs ITUB
+920.7%
-872.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.8% |
| 30D | -4.7% | +2.6% | -7.3% | -6.1% |
| 3M | -15.6% | +8.4% | -24.0% | -19.4% |
| 6M | -18.6% | -0.5% | -18.1% | -19.5% |
| YTD | -32.3% | +15.3% | -47.5% | -38.2% |
| 1Y | -18.0% | +28.7% | -46.7% | -29.5% |
| 3Y | -5.8% | +118.7% | -124.5% | -40.3% |
| 5Y | +5.7% | +182.7% | -176.9% | -45.4% |
| 10Y | 0.0% | +207.6% | -207.6% | -60.0% |
| All | +48.7% | +920.7% | -872.0% | -72.3% |
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