+315.0%
PBF vs LH
+421.4%
-106.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +6.5% | +1.1% | +5.4% | +5.9% |
| 30D | -20.0% | +16.7% | -36.7% | -26.6% |
| 3M | -3.3% | +15.1% | -18.4% | -10.9% |
| 6M | +76.8% | +46.3% | +30.5% | +42.9% |
| YTD | +168.9% | +48.8% | +120.2% | +112.1% |
| 1Y | +96.4% | +39.7% | +56.7% | +60.4% |
| 3Y | +77.2% | +87.0% | -9.8% | +18.8% |
| 5Y | +417.7% | +53.0% | +364.7% | +275.3% |
| 10Y | +264.7% | +264.3% | +0.4% | +39.7% |
| All | +315.0% | +421.4% | -106.4% | +42.6% |
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