+41.7%
LBTYA vs VT
+345.0%
-303.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +5.6% |
| 7D | +26.1% | -4.2% | +30.3% | +31.6% |
| 30D | +6.2% | -5.8% | +12.0% | +12.8% |
| 3M | -8.1% | -5.2% | -2.9% | -3.1% |
| 6M | -19.3% | +0.1% | -19.4% | -20.1% |
| YTD | -12.8% | +8.2% | -21.1% | -20.8% |
| 1Y | -10.1% | +10.1% | -20.2% | -19.8% |
| 3Y | +16.1% | +69.7% | -53.5% | -35.2% |
| 5Y | -33.7% | +53.4% | -87.1% | -58.8% |
| 10Y | -40.5% | +219.2% | -259.7% | -83.8% |
| All | +41.7% | +345.0% | -303.2% | -75.9% |
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