+56.0%
PBF vs LH
+64.5%
-8.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +24.9% | +2.0% | +22.9% | +24.3% |
| 3M | +81.9% | +24.3% | +57.6% | +74.3% |
| 6M | +79.4% | +21.1% | +58.3% | +72.2% |
| YTD | +188.3% | +30.4% | +157.9% | +170.4% |
| 1Y | +177.3% | +18.4% | +158.9% | +167.9% |
| 3Y | +56.0% | +65.5% | -9.5% | +33.8% |
| All | +56.0% | +64.5% | -8.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling