-20.0%
LBTYA vs SPY
+12.8%
-32.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +9.0% | -2.0% | +10.9% | +9.9% |
| 30D | -4.5% | -2.0% | -2.5% | -3.6% |
| 3M | -21.7% | -0.2% | -21.5% | -21.6% |
| 6M | -28.8% | +5.2% | -34.0% | -31.0% |
| YTD | -23.5% | +11.5% | -35.0% | -29.0% |
| All | -20.0% | +12.8% | -32.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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