+42.6%
LNG vs PBF
+120.1%
-77.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.7% | +0.5% | -5.0% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | +6.2% | -13.7% | +19.9% | +8.6% |
| 3M | +13.7% | +10.6% | +3.1% | +10.5% |
| 6M | +7.5% | +61.2% | -53.7% | -4.5% |
| YTD | +51.3% | +172.7% | -121.4% | +25.2% |
| 1Y | +42.6% | +111.0% | -68.4% | +21.5% |
| All | +42.6% | +120.1% | -77.4% | +21.5% |
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