+549.4%
LYV vs ITUB
+220.1%
+329.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.9% | +2.2% | -4.1% | -2.7% |
| 30D | -8.2% | +12.6% | -20.8% | -11.9% |
| 3M | -1.3% | +6.4% | -7.7% | -3.8% |
| 6M | +2.6% | +0.6% | +2.0% | +1.6% |
| YTD | +19.4% | +18.8% | +0.6% | +11.1% |
| 1Y | -2.2% | +31.0% | -33.3% | -12.4% |
| 3Y | +106.0% | +118.1% | -12.0% | +50.9% |
| 5Y | +97.7% | +193.0% | -95.4% | +23.6% |
| All | +549.4% | +220.1% | +329.3% | +287.1% |
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