+1,426.5%
LITE vs IBKR
+302.6%
+1,123.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.5% |
| 7D | +22.6% | +11.8% | +10.7% | +13.0% |
| 30D | -36.8% | -7.0% | -29.7% | -32.1% |
| 3M | -33.0% | -11.2% | -21.8% | -26.0% |
| 6M | -37.1% | -3.7% | -33.4% | -34.4% |
| YTD | +69.5% | +26.8% | +42.6% | +40.6% |
| 1Y | +146.1% | +12.3% | +133.8% | +125.9% |
| All | +1,426.5% | +302.6% | +1,123.9% | +772.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling