+595.8%
LHX vs PBF
+317.1%
+278.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.6% |
| 7D | -2.5% | +2.4% | -4.9% | -2.7% |
| 30D | -10.4% | +24.9% | -35.2% | -12.4% |
| 3M | -14.9% | +81.9% | -96.8% | -20.6% |
| 6M | -29.6% | +79.4% | -109.0% | -34.7% |
| YTD | -11.8% | +188.3% | -200.1% | -22.5% |
| 1Y | -5.1% | +177.3% | -182.3% | -16.7% |
| 3Y | +61.3% | +56.0% | +5.3% | +46.8% |
| 5Y | +22.4% | +804.0% | -781.6% | -12.4% |
| 10Y | +232.2% | +334.1% | -101.9% | +119.9% |
| All | +595.8% | +317.1% | +278.7% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling