+289.8%
PBF vs LSCC
+2,388.6%
-2,098.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -6.8% |
| 7D | -13.8% | +13.0% | -26.7% | -16.6% |
| 30D | -19.6% | -19.8% | +0.2% | -15.5% |
| 3M | +10.3% | -18.4% | +28.7% | +14.7% |
| 6M | +63.4% | -16.1% | +79.6% | +64.9% |
| YTD | +152.6% | +42.7% | +109.9% | +112.7% |
| 1Y | +87.4% | +68.0% | +19.3% | +50.0% |
| 3Y | +63.3% | +85.8% | -22.6% | +19.0% |
| 5Y | +412.5% | +28.0% | +384.4% | +284.1% |
| 10Y | +282.5% | +1,255.1% | -972.6% | +46.9% |
| All | +289.8% | +2,388.6% | -2,098.8% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling