+330.8%
PBF vs LII
+782.6%
-451.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.8% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +22.0% | -12.6% | +34.6% | +28.9% |
| 3M | +74.5% | -24.4% | +98.9% | +90.2% |
| 6M | +67.7% | -28.7% | +96.4% | +83.7% |
| YTD | +179.2% | -19.1% | +198.3% | +184.1% |
| 1Y | +170.0% | -29.7% | +199.7% | +191.9% |
| 3Y | +66.4% | +4.8% | +61.6% | +34.9% |
| 5Y | +764.5% | +24.6% | +739.9% | +497.6% |
| 10Y | +358.5% | +169.2% | +189.3% | +85.5% |
| All | +330.8% | +782.6% | -451.8% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling