+1,428.5%
IBKR vs LHX
+698.9%
+729.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -1.3% | -4.3% | +2.9% | +0.4% |
| 30D | -0.2% | -15.1% | +14.9% | +6.6% |
| 3M | +3.0% | -21.0% | +23.9% | +12.3% |
| 6M | +33.9% | -32.0% | +65.9% | +55.2% |
| YTD | +42.5% | -15.3% | +57.8% | +50.1% |
| 1Y | +44.9% | -11.1% | +55.9% | +49.2% |
| 3Y | +293.0% | +54.0% | +239.0% | +213.5% |
| 5Y | +497.7% | +17.1% | +480.5% | +419.1% |
| 10Y | +1,004.4% | +225.8% | +778.6% | +465.0% |
| All | +1,428.5% | +698.9% | +729.7% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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