+761.9%
LMT vs PBF
+303.9%
+458.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -6.3% | +4.3% | -10.6% | -6.6% |
| 30D | -8.5% | +22.0% | -30.5% | -10.0% |
| 3M | +1.8% | +74.5% | -72.7% | -3.2% |
| 6M | -19.9% | +67.7% | -87.6% | -24.0% |
| YTD | +10.6% | +179.2% | -168.6% | +0.2% |
| 1Y | +17.9% | +170.0% | -152.0% | +6.6% |
| 3Y | +27.0% | +66.4% | -39.4% | +17.2% |
| 5Y | +68.7% | +764.5% | -695.8% | +29.5% |
| 10Y | +181.1% | +358.5% | -177.4% | +104.1% |
| All | +761.9% | +303.9% | +458.1% | +509.9% |
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