+593.6%
LITE vs IBKR
+353.1%
+240.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.7% |
| 7D | +22.6% | +11.8% | +10.7% | +14.4% |
| 30D | -36.8% | -7.0% | -29.7% | -32.7% |
| 3M | -33.0% | -11.2% | -21.8% | -26.9% |
| 6M | -37.1% | -3.7% | -33.4% | -34.6% |
| YTD | +69.5% | +26.8% | +42.6% | +46.2% |
| 1Y | +146.1% | +12.3% | +133.8% | +130.6% |
| 3Y | +1,440.8% | +301.2% | +1,139.6% | +697.5% |
| All | +593.6% | +353.1% | +240.5% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling