-9.3%
LHX vs PBF
+120.1%
-129.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.7% | +0.2% | -6.5% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +9.7% | -13.7% | +23.4% | +9.4% |
| 3M | -8.5% | +10.6% | -19.1% | -8.2% |
| 6M | -15.1% | +61.2% | -76.3% | -15.8% |
| YTD | -10.4% | +172.7% | -183.2% | -18.8% |
| 1Y | -9.3% | +111.0% | -120.3% | -15.7% |
| All | -9.3% | +120.1% | -129.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling