-37.3%
LBTYK vs SPY
+311.3%
-348.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +0.9% | +0.5% | +0.3% | +0.4% |
| 30D | +2.0% | -0.9% | +2.9% | +2.7% |
| 3M | -8.2% | +3.9% | -12.1% | -11.2% |
| 6M | -15.5% | +14.5% | -30.1% | -24.8% |
| YTD | -5.4% | +12.9% | -18.4% | -14.8% |
| 1Y | -12.0% | +19.4% | -31.4% | -24.3% |
| 3Y | +5.1% | +78.5% | -73.4% | -36.9% |
| 5Y | -31.9% | +81.8% | -113.6% | -59.9% |
| 10Y | -37.3% | +311.5% | -348.8% | -83.9% |
| All | -37.3% | +311.3% | -348.6% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling