+71.8%
LMT vs PBF
+817.4%
-745.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -12.5% | +15.8% | -28.4% | -13.2% |
| 3M | -0.5% | +90.3% | -90.7% | -4.2% |
| 6M | -20.0% | +102.8% | -122.8% | -23.6% |
| YTD | +10.4% | +187.3% | -176.9% | +2.9% |
| 1Y | +17.7% | +161.8% | -144.1% | +9.9% |
| 3Y | +34.3% | +55.5% | -21.2% | +27.6% |
| 5Y | +71.8% | +801.9% | -730.1% | +45.9% |
| All | +71.8% | +817.4% | -745.5% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling