+55.0%
LBTYA vs VT
+374.2%
-319.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -8.7% | +2.4% | -11.1% | -11.4% |
| 6M | -16.8% | +12.0% | -28.8% | -26.8% |
| YTD | -4.7% | +15.3% | -20.0% | -18.7% |
| 1Y | -10.8% | +22.6% | -33.4% | -28.7% |
| 3Y | +15.2% | +74.7% | -59.5% | -37.5% |
| 5Y | -28.1% | +66.1% | -94.2% | -58.8% |
| 10Y | -37.2% | +225.0% | -262.2% | -83.1% |
| All | +55.0% | +374.2% | -319.2% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling