+44.9%
IBKR vs LSCC
+78.0%
-33.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.7% |
| 7D | -1.3% | +3.3% | -4.7% | -2.3% |
| 30D | -0.2% | -7.4% | +7.1% | +1.9% |
| 3M | +3.0% | -16.2% | +19.1% | +6.7% |
| 6M | +33.9% | +31.9% | +2.0% | +17.5% |
| YTD | +42.5% | +62.8% | -20.3% | +14.4% |
| 1Y | +44.9% | +81.4% | -36.5% | +12.5% |
| All | +44.9% | +78.0% | -33.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling