-34.0%
BITO vs LHX
-9.2%
-24.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.2% |
| 7D | -1.2% | -2.9% | +1.7% | -1.1% |
| 30D | +25.0% | -14.3% | +39.2% | +26.0% |
| 3M | +23.1% | -18.7% | +41.9% | +25.2% |
| 6M | +9.1% | -30.0% | +39.1% | +15.4% |
| YTD | -11.9% | -14.2% | +2.3% | -12.9% |
| All | -34.0% | -9.2% | -24.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling