-37.4%
LBTYA vs VT
+224.5%
-261.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | +0.5% | +1.0% | -0.5% | -0.4% |
| 3M | -8.7% | +2.4% | -11.1% | -11.0% |
| 6M | -16.8% | +12.0% | -28.8% | -25.6% |
| YTD | -4.7% | +15.3% | -20.0% | -17.0% |
| 1Y | -10.8% | +22.6% | -33.4% | -26.7% |
| 3Y | +15.2% | +74.7% | -59.5% | -32.8% |
| 5Y | -28.1% | +66.1% | -94.2% | -56.1% |
| All | -37.4% | +224.5% | -261.9% | -81.7% |
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