+1,428.5%
IBKR vs LVS
-18.9%
+1,447.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | -1.3% | -3.5% | +2.1% | -0.7% |
| 30D | -0.2% | -6.2% | +6.0% | +1.0% |
| 3M | +3.0% | -14.8% | +17.8% | +6.0% |
| 6M | +33.9% | -20.9% | +54.7% | +39.8% |
| YTD | +42.5% | -33.0% | +75.5% | +53.3% |
| 1Y | +44.9% | -20.0% | +64.9% | +50.1% |
| 3Y | +293.0% | -6.9% | +299.9% | +290.0% |
| 5Y | +497.7% | +9.1% | +488.6% | +458.5% |
| 10Y | +1,004.4% | -1.1% | +1,005.5% | +925.2% |
| All | +1,428.5% | -18.9% | +1,447.4% | +1,229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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