-42.1%
LITE vs IBKR
-2.3%
-39.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -5.1% |
| 7D | +10.8% | +7.9% | +2.9% | +3.1% |
| 30D | -33.4% | -2.8% | -30.6% | -31.3% |
| 3M | -32.2% | -10.5% | -21.8% | -25.8% |
| 6M | -42.1% | -3.7% | -38.4% | -38.4% |
| All | -42.1% | -2.3% | -39.8% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling