+438.6%
PBF vs LTH
+183.0%
+255.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | -7.4% | +7.0% | -14.4% | -7.8% |
| 30D | -17.5% | +15.4% | -32.9% | -18.2% |
| 3M | +13.1% | +7.0% | +6.1% | +12.6% |
| 6M | +72.6% | +46.9% | +25.8% | +67.6% |
| YTD | +161.2% | +76.4% | +84.8% | +148.3% |
| 1Y | +93.3% | +83.7% | +9.6% | +82.8% |
| 3Y | +80.7% | +248.9% | -168.2% | +56.5% |
| 5Y | +396.1% | +141.8% | +254.3% | +342.7% |
| All | +438.6% | +183.0% | +255.7% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling