+5.5%
LBTYK vs SPY
+75.1%
-69.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +26.6% | -2.7% | +29.3% | +28.4% |
| 30D | +9.0% | -5.4% | +14.4% | +12.2% |
| 3M | -7.3% | -4.1% | -3.2% | -5.3% |
| 6M | -19.0% | +0.7% | -19.7% | -19.7% |
| YTD | -12.0% | +8.7% | -20.6% | -16.7% |
| 1Y | -10.1% | +10.9% | -21.0% | -15.9% |
| 3Y | +5.5% | +75.0% | -69.4% | -37.6% |
| All | +5.5% | +75.1% | -69.5% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling