+63.3%
PBF vs LSCC
+81.4%
-18.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -7.0% |
| 7D | -13.8% | +13.0% | -26.7% | -15.8% |
| 30D | -19.6% | -19.8% | +0.2% | -16.5% |
| 3M | +10.3% | -18.4% | +28.7% | +13.7% |
| 6M | +63.4% | -16.1% | +79.6% | +64.1% |
| YTD | +152.6% | +42.7% | +109.9% | +113.9% |
| 1Y | +87.4% | +68.0% | +19.3% | +50.5% |
| 3Y | +63.3% | +85.8% | -22.6% | +12.1% |
| All | +63.3% | +81.4% | -18.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling