+3,574.4%
LITE vs IBKR
+709.8%
+2,864.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.8% |
| 7D | +22.6% | +11.8% | +10.7% | +15.6% |
| 30D | -36.8% | -7.0% | -29.7% | -33.2% |
| 3M | -33.0% | -11.2% | -21.8% | -27.6% |
| 6M | -37.1% | -3.7% | -33.4% | -34.9% |
| YTD | +69.5% | +26.8% | +42.6% | +49.7% |
| 1Y | +146.1% | +12.3% | +133.8% | +133.6% |
| 3Y | +1,440.8% | +301.2% | +1,139.6% | +703.2% |
| 5Y | +580.4% | +355.1% | +225.4% | +223.1% |
| 10Y | +1,606.7% | +841.5% | +765.2% | +475.1% |
| All | +3,574.4% | +709.8% | +2,864.6% | +1,256.1% |
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 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