+423.4%
PBF vs LSCC
+50.4%
+373.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.4% | -4.6% | +3.7% |
| 7D | -4.0% | +14.5% | -18.5% | -6.6% |
| 30D | -18.0% | -0.1% | -17.9% | -18.5% |
| 3M | +0.9% | -2.7% | +3.6% | +0.4% |
| 6M | +65.7% | -4.8% | +70.5% | +62.7% |
| YTD | +161.9% | +66.9% | +95.0% | +120.0% |
| 1Y | +77.8% | +85.8% | -8.1% | +45.0% |
| 3Y | +74.9% | +115.6% | -40.7% | +30.4% |
| 5Y | +423.4% | +48.8% | +374.6% | +349.8% |
| All | +423.4% | +50.4% | +373.0% | +349.8% |
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