+1,428.5%
IBKR vs LH
+388.4%
+1,040.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | -1.3% | -4.7% | +3.3% | +0.8% |
| 30D | -0.2% | -3.5% | +3.3% | +1.3% |
| 3M | +3.0% | +17.7% | -14.7% | -4.7% |
| 6M | +33.9% | +15.8% | +18.1% | +24.5% |
| YTD | +42.5% | +25.1% | +17.4% | +27.6% |
| 1Y | +44.9% | +12.5% | +32.4% | +35.6% |
| 3Y | +293.0% | +59.8% | +233.2% | +207.4% |
| 5Y | +497.7% | +27.1% | +470.6% | +408.8% |
| 10Y | +1,004.4% | +183.2% | +821.2% | +469.0% |
| All | +1,428.5% | +388.4% | +1,040.1% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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