+452.1%
PBF vs LTH
+174.8%
+277.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.5% |
| 7D | +4.3% | -4.6% | +8.9% | +4.5% |
| 30D | -21.8% | +14.8% | -36.6% | -22.5% |
| 3M | +1.7% | +3.9% | -2.2% | +1.4% |
| 6M | +69.8% | +35.5% | +34.3% | +65.8% |
| YTD | +167.7% | +71.3% | +96.4% | +154.9% |
| 1Y | +89.0% | +75.7% | +13.3% | +79.3% |
| 3Y | +78.8% | +231.9% | -153.1% | +55.4% |
| 5Y | +415.4% | +130.5% | +285.0% | +362.6% |
| All | +452.1% | +174.8% | +277.3% | +393.8% |
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