+170.0%
PBF vs LSCC
+72.9%
+97.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | +4.3% | +1.3% | +3.0% | +4.2% |
| 30D | +22.0% | -9.7% | +31.7% | +22.3% |
| 3M | +74.5% | -23.7% | +98.2% | +74.2% |
| 6M | +67.7% | +26.5% | +41.2% | +62.6% |
| YTD | +179.2% | +57.5% | +121.7% | +151.6% |
| 1Y | +170.0% | +75.7% | +94.3% | +131.3% |
| All | +170.0% | +72.9% | +97.1% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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