-41.9%
LBTYK vs VT
+214.8%
-256.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +5.5% |
| 7D | +25.3% | -4.2% | +29.4% | +29.8% |
| 30D | +6.4% | -5.8% | +12.2% | +11.9% |
| 3M | -7.5% | -5.2% | -2.2% | -3.2% |
| 6M | -19.0% | +0.1% | -19.1% | -19.7% |
| YTD | -13.8% | +8.2% | -22.0% | -20.6% |
| 1Y | -12.7% | +10.1% | -22.9% | -20.9% |
| 3Y | +4.1% | +69.7% | -65.6% | -37.4% |
| 5Y | -35.9% | +53.4% | -89.3% | -57.7% |
| All | -41.9% | +214.8% | -256.7% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling