+1,468.2%
LYV vs ITUB
+527.0%
+941.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.9% | +2.2% | -4.1% | -2.8% |
| 30D | -8.2% | +12.6% | -20.8% | -12.5% |
| 3M | -1.3% | +6.4% | -7.7% | -4.2% |
| 6M | +2.6% | +0.6% | +2.0% | +1.4% |
| YTD | +19.4% | +18.8% | +0.6% | +9.9% |
| 1Y | -2.2% | +31.0% | -33.3% | -13.8% |
| 3Y | +106.0% | +118.1% | -12.0% | +44.8% |
| 5Y | +97.7% | +193.0% | -95.4% | +17.3% |
| 10Y | +560.5% | +217.1% | +343.4% | +236.8% |
| All | +1,468.2% | +527.0% | +941.2% | +484.2% |
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 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