+494.6%
PBF vs LTH
+156.3%
+338.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.0% | +3.4% |
| 7D | +2.4% | +1.5% | +0.8% | +2.3% |
| 30D | +24.9% | -3.1% | +27.9% | +25.1% |
| 3M | +81.9% | +28.1% | +53.7% | +78.4% |
| 6M | +79.4% | +67.4% | +12.0% | +70.8% |
| YTD | +188.3% | +59.8% | +128.5% | +175.8% |
| 1Y | +177.3% | +45.6% | +131.7% | +167.7% |
| 3Y | +56.0% | +162.0% | -106.0% | +38.9% |
| All | +494.6% | +156.3% | +338.2% | +434.4% |
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