+111.0%
PBF vs LH
+44.2%
+66.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.9% | -10.6% | -6.2% |
| 7D | -0.9% | +2.1% | -3.0% | -0.5% |
| 30D | -13.7% | +19.2% | -32.9% | -12.2% |
| 3M | +10.6% | +18.0% | -7.4% | +12.6% |
| 6M | +61.2% | +46.1% | +15.1% | +70.1% |
| YTD | +172.7% | +47.7% | +125.0% | +181.7% |
| 1Y | +111.0% | +47.2% | +63.8% | +121.2% |
| All | +111.0% | +44.2% | +66.8% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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