+111.0%
PBF vs LNT
+13.9%
+97.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.3% | -9.0% | -5.9% |
| 7D | -0.9% | +7.2% | -8.1% | +1.3% |
| 30D | -13.7% | +15.6% | -29.3% | -9.5% |
| 3M | +10.6% | +5.2% | +5.4% | +11.9% |
| 6M | +61.2% | +1.7% | +59.5% | +60.5% |
| YTD | +172.7% | +17.0% | +155.7% | +160.9% |
| 1Y | +111.0% | +14.2% | +96.8% | +101.9% |
| All | +111.0% | +13.9% | +97.1% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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