-41.3%
LBTYA vs VT
+214.8%
-256.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +5.0% |
| 7D | +26.1% | -4.2% | +30.3% | +30.8% |
| 30D | +6.2% | -5.8% | +12.0% | +11.9% |
| 3M | -8.1% | -5.2% | -2.9% | -3.8% |
| 6M | -19.3% | +0.1% | -19.4% | -20.0% |
| YTD | -12.8% | +8.2% | -21.1% | -19.8% |
| 1Y | -10.1% | +10.1% | -20.2% | -18.6% |
| 3Y | +16.1% | +69.7% | -53.5% | -30.5% |
| 5Y | -33.7% | +53.4% | -87.1% | -56.4% |
| All | -41.3% | +214.8% | -256.1% | -83.0% |
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