-31.8%
LBTYA vs VT
+221.8%
-253.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | +8.8% | +2.4% | +6.4% | +6.5% |
| 30D | +31.8% | -1.5% | +33.3% | +33.4% |
| 3M | +2.7% | -4.1% | +6.8% | +6.4% |
| 6M | -7.7% | +0.6% | -8.3% | -8.8% |
| YTD | -3.3% | +11.0% | -14.4% | -13.0% |
| 1Y | 0.0% | +13.3% | -13.3% | -11.7% |
| 3Y | +36.0% | +73.4% | -37.4% | -20.1% |
| 5Y | -27.3% | +57.4% | -84.7% | -53.3% |
| All | -31.8% | +221.8% | -253.6% | -79.7% |
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