+47.0%
LBTYK vs VT
+345.0%
-298.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +5.9% |
| 7D | +25.2% | -4.2% | +29.4% | +30.4% |
| 30D | +6.3% | -5.8% | +12.1% | +12.6% |
| 3M | -7.5% | -5.2% | -2.3% | -2.8% |
| 6M | -19.0% | +0.1% | -19.2% | -19.9% |
| YTD | -13.8% | +8.2% | -22.0% | -21.3% |
| 1Y | -12.8% | +10.1% | -22.9% | -21.8% |
| 3Y | +4.0% | +69.7% | -65.6% | -40.4% |
| 5Y | -36.0% | +53.4% | -89.3% | -59.3% |
| 10Y | -41.1% | +219.2% | -260.3% | -82.8% |
| All | +47.0% | +345.0% | -298.0% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling