+17.9%
LMT vs PBF
+176.4%
-158.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -6.3% | +4.3% | -10.6% | -6.3% |
| 30D | -8.5% | +22.0% | -30.5% | -8.6% |
| 3M | +1.8% | +74.5% | -72.7% | +0.9% |
| 6M | -19.9% | +67.7% | -87.6% | -20.7% |
| YTD | +10.6% | +179.2% | -168.6% | +6.8% |
| 1Y | +17.9% | +170.0% | -152.0% | +14.2% |
| All | +17.9% | +176.4% | -158.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling