+281.9%
PBF vs LH
+421.9%
-140.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -5.0% | -5.1% |
| 7D | -15.3% | +4.8% | -20.1% | -17.4% |
| 30D | -21.8% | +18.8% | -40.6% | -28.9% |
| 3M | -0.2% | +15.7% | -15.9% | -8.2% |
| 6M | +63.6% | +46.7% | +16.9% | +32.1% |
| YTD | +147.5% | +48.9% | +98.6% | +95.1% |
| 1Y | +69.8% | +43.5% | +26.4% | +36.7% |
| 3Y | +65.3% | +86.9% | -21.6% | +10.9% |
| 5Y | +393.4% | +60.4% | +333.0% | +246.2% |
| 10Y | +240.3% | +260.7% | -20.4% | +30.9% |
| All | +281.9% | +421.9% | -140.0% | +31.2% |
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