+878.0%
LMT vs PBF
+289.1%
+589.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +5.1% | +6.5% | -1.4% | +4.6% |
| 30D | +14.1% | -20.0% | +34.1% | +16.0% |
| 3M | +0.3% | -3.3% | +3.6% | +0.2% |
| 6M | +16.1% | +76.8% | -60.7% | +9.9% |
| YTD | +25.5% | +168.9% | -143.5% | +13.7% |
| 1Y | +34.1% | +96.4% | -62.2% | +24.6% |
| 3Y | +45.1% | +77.2% | -32.1% | +32.9% |
| 5Y | +100.9% | +417.7% | -316.8% | +62.0% |
| 10Y | +199.4% | +264.7% | -65.3% | +121.3% |
| All | +878.0% | +289.1% | +589.0% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling