def portfolio_returns(df_long, df_short, lookahead_returns, n_stocks):
    """
    Compute expected returns for the portfolio, assuming equal investment in each long/short stock.
    
    Parameters
    ----------
    df_long : DataFrame
        Top stocks for each ticker and date marked with a 1
    df_short : DataFrame
        Bottom stocks for each ticker and date marked with a 1
    lookahead_returns : DataFrame
        Lookahead returns for each ticker and date
    n_stocks: int
        The number number of stocks chosen for each month
    
    Returns
    -------
    portfolio_returns : DataFrame
        Expected portfolio returns for each ticker and date
    """
    
    
    return (lookahead_returns*(df_long - df_short)) / n_stocks