+111.0%
PBF vs LSCC
+57.8%
+53.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -7.9% | -6.7% |
| 7D | -0.9% | +3.0% | -3.9% | -1.0% |
| 30D | -13.7% | -19.3% | +5.6% | -13.4% |
| 3M | +10.6% | -22.3% | +32.9% | +10.7% |
| 6M | +61.2% | -14.6% | +75.8% | +61.0% |
| YTD | +172.7% | +45.8% | +127.0% | +152.3% |
| 1Y | +111.0% | +69.6% | +41.4% | +82.2% |
| All | +111.0% | +57.8% | +53.2% | +82.2% |
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