+18.5%
LHX vs PBF
+785.3%
-766.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -4.8% | +2.3% | -7.1% | -4.9% |
| 30D | -12.7% | +11.6% | -24.3% | -13.4% |
| 3M | -17.6% | +81.7% | -99.4% | -21.4% |
| 6M | -30.7% | +96.4% | -127.2% | -34.6% |
| YTD | -14.3% | +189.5% | -203.8% | -22.2% |
| 1Y | -8.4% | +180.7% | -189.1% | -16.8% |
| 3Y | +56.7% | +56.6% | 0.0% | +45.8% |
| 5Y | +18.5% | +802.0% | -783.5% | -2.0% |
| All | +18.5% | +785.3% | -766.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling