+341.8%
PBF vs LH
+183.3%
+158.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | +5.3% | -4.7% | +10.0% | +7.9% |
| 30D | +11.7% | -3.5% | +15.2% | +13.6% |
| 3M | +91.1% | +17.7% | +73.4% | +74.6% |
| 6M | +88.4% | +15.8% | +72.7% | +72.0% |
| YTD | +194.1% | +25.1% | +169.0% | +155.2% |
| 1Y | +180.4% | +12.5% | +167.9% | +157.2% |
| 3Y | +59.3% | +59.8% | -0.5% | +15.7% |
| 5Y | +816.3% | +27.1% | +789.2% | +633.3% |
| All | +341.8% | +183.3% | +158.5% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling