-10.1%
LBTYK vs SPY
+9.9%
-20.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +26.6% | -2.7% | +29.3% | +27.8% |
| 30D | +9.0% | -5.4% | +14.4% | +11.5% |
| 3M | -7.3% | -4.1% | -3.2% | -5.8% |
| 6M | -19.0% | +0.7% | -19.7% | -20.0% |
| YTD | -12.0% | +8.7% | -20.6% | -17.7% |
| 1Y | -10.1% | +10.9% | -21.0% | -17.4% |
| All | -10.1% | +9.9% | -20.0% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling