+87.4%
PBF vs LSCC
+68.2%
+19.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.8% |
| 7D | -13.8% | +13.0% | -26.7% | -13.8% |
| 30D | -19.6% | -19.8% | +0.2% | -19.3% |
| 3M | +10.3% | -18.4% | +28.7% | +10.5% |
| 6M | +63.4% | -16.1% | +79.6% | +63.3% |
| YTD | +152.6% | +42.7% | +109.9% | +131.8% |
| 1Y | +87.4% | +68.0% | +19.3% | +57.7% |
| All | +87.4% | +68.2% | +19.2% | +57.7% |
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