+61.1%
LBTYK vs VT
+374.2%
-313.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +1.4% | +1.0% | +0.4% | +0.3% |
| 3M | -7.2% | +2.4% | -9.6% | -9.9% |
| 6M | -16.4% | +12.0% | -28.4% | -25.9% |
| YTD | -5.5% | +15.3% | -20.9% | -18.8% |
| 1Y | -14.1% | +22.6% | -36.7% | -30.5% |
| 3Y | +3.6% | +74.7% | -71.0% | -42.1% |
| 5Y | -30.9% | +66.1% | -97.1% | -59.4% |
| 10Y | -37.7% | +225.0% | -262.7% | -82.0% |
| All | +61.1% | +374.2% | -313.1% | -72.7% |
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