+2,405.2%
LITE vs IBKR
+987.9%
+1,417.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | +10.4% | -3.8% | +14.2% | +12.8% |
| 30D | +14.0% | -0.3% | +14.3% | +14.2% |
| 3M | +9.7% | +4.8% | +4.9% | +6.7% |
| 6M | +39.2% | +30.8% | +8.5% | +19.2% |
| YTD | +153.9% | +39.5% | +114.4% | +107.2% |
| 1Y | +467.5% | +43.7% | +423.8% | +361.3% |
| 3Y | +1,784.2% | +284.7% | +1,499.6% | +831.7% |
| 5Y | +990.3% | +484.9% | +505.4% | +318.5% |
| All | +2,405.2% | +987.9% | +1,417.3% | +583.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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