+66.0%
PBF vs LTH
+152.2%
-86.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +4.3% | -0.6% | +4.9% | +4.3% |
| 30D | +22.0% | -4.6% | +26.6% | +21.9% |
| 3M | +74.5% | +32.8% | +41.7% | +74.1% |
| 6M | +67.7% | +64.6% | +3.1% | +65.8% |
| YTD | +179.2% | +62.6% | +116.5% | +176.1% |
| 1Y | +170.0% | +49.9% | +120.1% | +168.9% |
| All | +66.0% | +152.2% | -86.2% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling