+990.2%
IBKR vs LII
+165.8%
+824.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.8% |
| 7D | -1.3% | -6.3% | +4.9% | +1.0% |
| 30D | -0.2% | -13.0% | +12.8% | +4.8% |
| 3M | +3.0% | -29.0% | +32.0% | +14.7% |
| 6M | +33.9% | -27.7% | +61.5% | +47.3% |
| YTD | +42.5% | -24.2% | +66.7% | +53.4% |
| 1Y | +44.9% | -34.8% | +79.7% | +64.3% |
| 3Y | +293.0% | -4.2% | +297.2% | +267.6% |
| 5Y | +497.7% | +20.9% | +476.8% | +393.1% |
| All | +990.2% | +165.8% | +824.4% | +522.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling