+185.8%
LMT vs IBKR
+1,011.6%
-825.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -13.1% | -0.2% | -12.8% | -13.2% |
| 3M | -3.9% | +3.0% | -6.8% | -4.8% |
| 6M | -18.3% | +33.9% | -52.1% | -22.6% |
| YTD | +10.3% | +42.5% | -32.2% | +3.2% |
| 1Y | +14.2% | +44.9% | -30.6% | +6.1% |
| 3Y | +35.0% | +293.0% | -258.0% | -0.6% |
| 5Y | +73.2% | +497.7% | -424.4% | +12.1% |
| All | +185.8% | +1,011.6% | -825.8% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling