A postdoc joining my group is interested in my experiment. How to proceed with respect to leadership on the project? The situation is the following: I have been researching, in an experimental science, the capabilities of a new way how to perform a given experiment. Due to the challenging nature of the project, I have encountered several pitfalls until now and after several years have found a main line of projects within this scope that can yield a good outcome. 
The peril: a new postdoc will join our group and he already stated his main interest in also working in the same experiment. 

Since I feel like being held back by my advisor, who is agreeing on this situation, my question is: How should I proceed in this case with regard to the division between our leadership? The postdoc will probably perform some of the experiments that took me (a PhD student) two years to find the right track.
The OP is right to be careful. Much depends on the level of trust the OP has to his advisor. The word collaboration is pleasant to the ears, and fun to act out when it works, but there also needs to be a mechanism that protects the OP's investment, in case things do not work out. Yes, students have been sidelined by higher-level forces after investment, so, not knowing the postdoc, it is wise to be careful. However, on the other hand, the OP should not let it appear as if immediately prepared for the worst case. It's a balance act. That being said, it is worth contemplating if there something the postdoc could bring into the game.

If there is a good level of trust between the OP and the adviser, it may be a possibility of bringing up issues of leadership, credit, etc. in a discreet conversation how the OP's investment is going to be protected, if that's the fear. Unfortunately, it will not cost the advisor as much if things go wrong, so clearly the OP needs to make sure his interests are taken care of, if the adviser is not privy of the possible pitfalls.

If the OP merely wants to keep the experiment and its benefits for himself, there is not much he can argue with, I am afraid, but in this case it won't cost him too much to collaborate, as long as first-author credits and potential leadership issues are taken care of.