+105.6%
LBTYK vs SPY
+815.7%
-710.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | -7.2% | +2.0% | -9.2% | -9.4% |
| 6M | -16.4% | +13.0% | -29.4% | -26.5% |
| YTD | -5.5% | +13.5% | -19.1% | -17.3% |
| 1Y | -14.1% | +20.0% | -34.1% | -28.9% |
| 3Y | +3.6% | +77.2% | -73.5% | -43.6% |
| 5Y | -30.9% | +81.9% | -112.8% | -63.7% |
| 10Y | -37.7% | +314.1% | -351.7% | -87.0% |
| All | +105.6% | +815.7% | -710.1% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling