+718.6%
PBF vs LII
+25.3%
+693.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +4.3% | -0.7% | +5.0% | +4.3% |
| 30D | +22.0% | -12.6% | +34.6% | +23.3% |
| 3M | +74.5% | -24.4% | +98.9% | +77.6% |
| 6M | +67.7% | -28.7% | +96.4% | +72.0% |
| YTD | +179.2% | -19.1% | +198.3% | +178.4% |
| 1Y | +170.0% | -29.7% | +199.7% | +176.0% |
| 3Y | +66.4% | +4.8% | +61.6% | +60.1% |
| All | +718.6% | +25.3% | +693.3% | +692.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling