+330.8%
PBF vs LH
+360.0%
-29.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | +4.3% | -2.5% | +6.7% | +5.6% |
| 30D | +22.0% | +4.3% | +17.6% | +19.2% |
| 3M | +74.5% | +25.5% | +49.0% | +54.0% |
| 6M | +67.7% | +17.0% | +50.7% | +52.4% |
| YTD | +179.2% | +31.3% | +147.9% | +136.7% |
| 1Y | +170.0% | +20.0% | +150.0% | +139.7% |
| 3Y | +66.4% | +63.9% | +2.5% | +20.1% |
| 5Y | +764.5% | +30.9% | +733.6% | +584.0% |
| 10Y | +358.5% | +191.4% | +167.1% | +96.7% |
| All | +330.8% | +360.0% | -29.2% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling