+56.5%
IBIT vs LTH
+223.0%
-166.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.4% | +6.4% | -11.8% | -6.8% |
| 30D | -10.5% | +16.7% | -27.2% | -13.8% |
| 3M | +15.0% | +11.7% | +3.4% | +11.6% |
| 6M | -8.3% | +48.5% | -56.8% | -18.0% |
| YTD | -16.1% | +78.4% | -94.5% | -29.5% |
| 1Y | -30.8% | +89.7% | -120.4% | -43.1% |
| All | +56.5% | +223.0% | -166.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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