-11.1%
LHX vs PBF
+184.8%
-195.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -4.3% | +5.3% | -9.6% | -4.2% |
| 30D | -15.1% | +11.7% | -26.9% | -15.1% |
| 3M | -21.0% | +91.1% | -112.0% | -22.7% |
| 6M | -32.0% | +88.4% | -120.4% | -33.9% |
| YTD | -15.3% | +194.1% | -209.4% | -23.2% |
| 1Y | -11.1% | +180.4% | -191.5% | -18.7% |
| All | -11.1% | +184.8% | -195.8% | -18.7% |
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