+1,449.5%
IBKR vs LSCC
+2,058.3%
-608.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | +4.5% | -9.7% | +14.1% | +7.0% |
| 3M | +6.5% | -23.7% | +30.2% | +12.5% |
| 6M | +34.2% | +26.5% | +7.7% | +24.4% |
| YTD | +44.5% | +57.5% | -13.1% | +26.3% |
| 1Y | +44.7% | +75.7% | -31.0% | +22.7% |
| 3Y | +306.7% | +19.5% | +287.3% | +255.5% |
| 5Y | +489.9% | +83.8% | +406.1% | +341.8% |
| 10Y | +1,019.5% | +1,772.4% | -752.9% | +340.2% |
| All | +1,449.5% | +2,058.3% | -608.8% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling