+180.7%
PBF vs LH
+11.8%
+169.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.4% |
| 7D | +2.3% | -7.4% | +9.7% | +1.7% |
| 30D | +11.6% | -4.6% | +16.1% | +11.1% |
| 3M | +81.7% | +14.5% | +67.2% | +84.3% |
| 6M | +96.4% | +14.8% | +81.6% | +100.2% |
| YTD | +189.5% | +23.3% | +166.2% | +195.1% |
| 1Y | +180.7% | +13.6% | +167.1% | +203.4% |
| All | +180.7% | +11.8% | +169.0% | +203.4% |
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