-70.4%
LYFT vs ITUB
+186.2%
-256.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -8.4% | +2.2% | -10.6% | -9.0% |
| 30D | -7.6% | +12.6% | -20.2% | -11.4% |
| 3M | +11.7% | +6.4% | +5.3% | +8.8% |
| 6M | +15.1% | +0.6% | +14.5% | +13.7% |
| YTD | -20.9% | +18.8% | -39.8% | -26.9% |
| 1Y | -16.4% | +31.0% | -47.4% | -25.6% |
| 3Y | +35.2% | +118.1% | -82.9% | +1.6% |
| All | -70.4% | +186.2% | -256.6% | -81.2% |
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