-28.1%
LBTYA vs SPY
+72.1%
-100.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +8.8% | +2.6% | +6.2% | +6.7% |
| 30D | +31.8% | -2.0% | +33.8% | +33.6% |
| 3M | +2.7% | -2.8% | +5.5% | +4.7% |
| 6M | -7.7% | +2.1% | -9.9% | -9.7% |
| YTD | -3.3% | +11.5% | -14.8% | -11.9% |
| 1Y | 0.0% | +13.5% | -13.5% | -10.1% |
| 3Y | +36.0% | +77.7% | -41.7% | -18.6% |
| All | -28.1% | +72.1% | -100.2% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling