+61.6%
IBIT vs LSCC
+47.7%
+13.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.6% | +3.5% | -3.2% |
| 7D | -5.9% | -4.8% | -1.0% | -5.0% |
| 30D | -11.3% | -27.1% | +15.8% | -5.6% |
| 3M | +17.1% | -23.6% | +40.7% | +22.8% |
| 6M | -7.0% | -19.8% | +12.8% | -5.0% |
| YTD | -13.3% | +33.2% | -46.6% | -22.2% |
| 1Y | -27.0% | +55.2% | -82.2% | -36.8% |
| All | +61.6% | +47.7% | +13.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling