+189.0%
LMT vs PBF
+367.4%
-178.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | -0.5% | +2.3% | -2.9% | -0.7% |
| 30D | -10.8% | +11.6% | -22.3% | -11.6% |
| 3M | +1.6% | +81.7% | -80.1% | -3.7% |
| 6M | -17.6% | +96.4% | -114.0% | -22.7% |
| YTD | +11.6% | +189.5% | -177.9% | +0.7% |
| 1Y | +17.2% | +180.7% | -163.5% | +5.6% |
| 3Y | +35.7% | +56.6% | -20.9% | +26.0% |
| 5Y | +75.2% | +802.0% | -726.8% | +33.1% |
| All | +189.0% | +367.4% | -178.4% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling