+250.9%
PBF vs LSCC
+1,351.6%
-1,100.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +2.1% |
| 7D | +6.5% | +7.0% | -0.5% | +4.2% |
| 30D | -20.0% | -2.3% | -17.7% | -20.3% |
| 3M | -3.3% | -12.5% | +9.2% | -1.2% |
| 6M | +76.8% | -10.6% | +87.4% | +74.6% |
| YTD | +168.9% | +52.7% | +116.3% | +115.0% |
| 1Y | +96.4% | +74.0% | +22.4% | +49.6% |
| 3Y | +77.2% | +104.8% | -27.6% | +17.6% |
| 5Y | +417.7% | +36.2% | +381.5% | +259.0% |
| All | +250.9% | +1,351.6% | -1,100.6% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling