-40.2%
LBTYA vs VT
+215.5%
-255.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.8% |
| 7D | +27.4% | -2.3% | +29.7% | +30.0% |
| 30D | +8.8% | -5.0% | +13.7% | +13.7% |
| 3M | -8.2% | -4.9% | -3.3% | -4.1% |
| 6M | -19.4% | -1.5% | -17.9% | -18.9% |
| YTD | -11.1% | +8.5% | -19.6% | -18.3% |
| 1Y | -7.1% | +11.4% | -18.5% | -16.7% |
| 3Y | +17.7% | +70.1% | -52.3% | -29.7% |
| 5Y | -32.4% | +53.7% | -86.2% | -55.7% |
| All | -40.2% | +215.5% | -255.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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