+6.5%
LYV vs ITUB
+30.8%
-24.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.1% |
| 7D | -4.5% | +8.7% | -13.2% | -6.1% |
| 30D | -5.5% | -0.7% | -4.8% | -5.4% |
| 3M | +7.8% | +7.8% | 0.0% | +5.5% |
| 6M | +9.4% | -3.4% | +12.8% | +8.6% |
| YTD | +21.8% | +16.3% | +5.5% | +17.5% |
| 1Y | +6.5% | +29.8% | -23.4% | +1.4% |
| All | +6.5% | +30.8% | -24.3% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling