+334.9%
PBF vs LNT
+148.3%
+186.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +2.3% | -1.1% | +3.4% | +2.8% |
| 30D | +11.6% | -1.9% | +13.5% | +12.4% |
| 3M | +81.7% | -7.2% | +88.9% | +86.8% |
| 6M | +96.4% | -3.9% | +100.3% | +97.6% |
| YTD | +189.5% | +5.9% | +183.6% | +177.5% |
| 1Y | +180.7% | +8.4% | +172.4% | +165.4% |
| 3Y | +56.6% | +46.6% | +10.0% | +24.7% |
| 5Y | +802.0% | +32.4% | +769.5% | +640.2% |
| All | +334.9% | +148.3% | +186.6% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling