+420.4%
PBF vs LSCC
+33.9%
+386.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.5% |
| 7D | +6.5% | +7.0% | -0.5% | +5.0% |
| 30D | -20.0% | -2.3% | -17.7% | -20.1% |
| 3M | -3.3% | -12.5% | +9.2% | -1.8% |
| 6M | +76.8% | -10.6% | +87.4% | +75.5% |
| YTD | +168.9% | +52.7% | +116.3% | +129.7% |
| 1Y | +96.4% | +74.0% | +22.4% | +61.9% |
| 3Y | +77.2% | +104.8% | -27.6% | +33.4% |
| All | +420.4% | +33.9% | +386.5% | +358.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling