+1,428.5%
IBKR vs LEN
+134.1%
+1,294.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.6% |
| 7D | -1.3% | -4.8% | +3.4% | -0.1% |
| 30D | -0.2% | -6.6% | +6.3% | +1.6% |
| 3M | +3.0% | -15.7% | +18.6% | +7.1% |
| 6M | +33.9% | -16.6% | +50.5% | +39.5% |
| YTD | +42.5% | -21.3% | +63.8% | +50.0% |
| 1Y | +44.9% | -42.0% | +86.9% | +64.6% |
| 3Y | +293.0% | -27.9% | +320.9% | +305.8% |
| 5Y | +497.7% | -10.7% | +508.4% | +466.3% |
| 10Y | +1,004.4% | +106.1% | +898.3% | +658.5% |
| All | +1,428.5% | +134.1% | +1,294.5% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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