+64.4%
IBIT vs LHX
+25.5%
+38.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -3.2% | -4.3% | +1.0% | -2.4% |
| 30D | +22.0% | -15.1% | +37.1% | +25.7% |
| 3M | +21.4% | -21.0% | +42.4% | +27.2% |
| 6M | +9.2% | -32.0% | +41.2% | +19.7% |
| YTD | -11.8% | -15.3% | +3.5% | -10.4% |
| 1Y | -32.7% | -11.1% | -21.6% | -32.9% |
| All | +64.4% | +25.5% | +38.9% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling