-36.3%
LBTYA vs SPY
+311.3%
-347.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | +1.5% | -0.9% | +2.5% | +2.3% |
| 3M | -9.3% | +3.9% | -13.2% | -12.4% |
| 6M | -14.6% | +14.5% | -29.1% | -24.1% |
| YTD | -3.9% | +12.9% | -16.8% | -13.6% |
| 1Y | -8.5% | +19.4% | -27.9% | -21.5% |
| 3Y | +17.9% | +78.5% | -60.5% | -29.6% |
| 5Y | -29.6% | +81.8% | -111.3% | -58.8% |
| 10Y | -36.3% | +311.5% | -347.8% | -84.3% |
| All | -36.3% | +311.3% | -347.6% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling