-33.4%
LBTYA vs SPY
+67.4%
-100.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.7% |
| 7D | +27.4% | -2.7% | +30.1% | +30.0% |
| 30D | +8.8% | -5.4% | +14.2% | +13.3% |
| 3M | -8.2% | -4.1% | -4.1% | -5.4% |
| 6M | -19.4% | +0.7% | -20.2% | -20.4% |
| YTD | -11.1% | +8.7% | -19.8% | -17.4% |
| 1Y | -7.1% | +10.9% | -18.0% | -15.1% |
| 3Y | +17.7% | +75.0% | -57.2% | -28.9% |
| All | -33.4% | +67.4% | -100.8% | -58.9% |
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