+5,656.1%
LITE vs IBKR
+805.8%
+4,850.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +12.0% |
| 7D | +12.6% | +0.6% | +12.0% | +11.9% |
| 30D | +9.9% | +3.7% | +6.3% | +7.6% |
| 3M | +9.3% | +4.2% | +5.0% | +6.8% |
| 6M | +75.2% | +36.6% | +38.6% | +48.1% |
| YTD | +165.5% | +41.9% | +123.6% | +117.4% |
| 1Y | +555.0% | +49.5% | +505.5% | +428.4% |
| 3Y | +1,870.5% | +291.3% | +1,579.1% | +911.3% |
| 5Y | +1,009.8% | +492.7% | +517.2% | +353.0% |
| 10Y | +2,502.5% | +994.0% | +1,508.5% | +705.2% |
| All | +5,656.1% | +805.8% | +4,850.3% | +1,869.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling