+15.5%
LBTYA vs VT
+69.4%
-53.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +4.0% |
| 7D | +26.1% | -4.2% | +30.3% | +29.6% |
| 30D | +6.2% | -5.8% | +12.0% | +10.4% |
| 3M | -8.1% | -5.2% | -2.9% | -4.9% |
| 6M | -19.3% | +0.1% | -19.4% | -19.9% |
| YTD | -12.8% | +8.2% | -21.1% | -18.5% |
| 1Y | -10.1% | +10.1% | -20.2% | -17.0% |
| All | +15.5% | +69.4% | -53.9% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling