+420.2%
IBKR vs LTH
+150.3%
+269.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -3.8% | -3.7% | -0.1% | -3.0% |
| 30D | -0.3% | -5.3% | +5.0% | +0.7% |
| 3M | +4.8% | +24.2% | -19.4% | -0.5% |
| 6M | +30.8% | +54.8% | -24.0% | +18.0% |
| YTD | +39.5% | +56.1% | -16.6% | +25.6% |
| 1Y | +43.7% | +45.5% | -1.9% | +30.9% |
| 3Y | +284.7% | +155.9% | +128.8% | +216.4% |
| All | +420.2% | +150.3% | +269.9% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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