-40.7%
LBTYK vs VT
+215.5%
-256.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.9% |
| 7D | +26.6% | -2.3% | +28.9% | +29.1% |
| 30D | +9.0% | -5.0% | +13.9% | +13.8% |
| 3M | -7.3% | -4.9% | -2.5% | -3.4% |
| 6M | -19.0% | -1.5% | -17.5% | -18.5% |
| YTD | -12.0% | +8.5% | -20.4% | -19.1% |
| 1Y | -10.1% | +11.4% | -21.5% | -19.3% |
| 3Y | +5.5% | +70.1% | -64.5% | -36.6% |
| 5Y | -34.6% | +53.7% | -88.3% | -56.9% |
| All | -40.7% | +215.5% | -256.2% | -82.1% |
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