+155.7%
LBTYA vs SPY
+927.6%
-771.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | -8.7% | +2.0% | -10.7% | -11.0% |
| 6M | -16.8% | +13.0% | -29.8% | -27.4% |
| YTD | -4.7% | +13.5% | -18.2% | -17.2% |
| 1Y | -10.8% | +20.0% | -30.8% | -26.9% |
| 3Y | +15.2% | +77.2% | -62.0% | -39.1% |
| 5Y | -28.1% | +81.9% | -110.0% | -63.4% |
| 10Y | -37.2% | +314.1% | -351.3% | -87.9% |
| All | +155.7% | +927.6% | -771.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling