+63.3%
PBF vs LII
-8.7%
+72.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.5% |
| 7D | -13.8% | -0.6% | -13.1% | -13.7% |
| 30D | -19.6% | -4.6% | -15.0% | -19.5% |
| 3M | +10.3% | -21.2% | +31.5% | +11.6% |
| 6M | +63.4% | -36.4% | +99.9% | +67.8% |
| YTD | +152.6% | -28.9% | +181.6% | +150.4% |
| 1Y | +87.4% | -29.5% | +116.9% | +86.0% |
| 3Y | +63.3% | -8.6% | +71.8% | +36.4% |
| All | +63.3% | -8.7% | +72.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling