+35.2%
LYFT vs ITUB
+120.9%
-85.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -8.4% | +2.2% | -10.6% | -9.2% |
| 30D | -7.6% | +12.6% | -20.2% | -12.4% |
| 3M | +11.7% | +6.4% | +5.3% | +7.9% |
| 6M | +15.1% | +0.6% | +14.5% | +13.3% |
| YTD | -20.9% | +18.8% | -39.8% | -29.7% |
| 1Y | -16.4% | +31.0% | -47.4% | -30.0% |
| 3Y | +35.2% | +118.1% | -82.9% | -20.5% |
| All | +35.2% | +120.9% | -85.7% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling