-10.6%
BITO vs LHX
+12.2%
-22.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -3.4% | -4.3% | +0.8% | -2.7% |
| 30D | +21.4% | -15.1% | +36.6% | +24.7% |
| 3M | +20.5% | -21.0% | +41.5% | +25.2% |
| 6M | +7.4% | -32.0% | +39.4% | +15.1% |
| YTD | -13.9% | -15.3% | +1.5% | -12.1% |
| 1Y | -35.1% | -11.1% | -24.0% | -34.5% |
| 3Y | +156.8% | +54.0% | +102.8% | +132.8% |
| All | -10.6% | +12.2% | -22.7% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling