+250.9%
PBF vs LNT
+186.9%
+64.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | +6.5% | +1.0% | +5.4% | +6.0% |
| 30D | -20.0% | +9.6% | -29.6% | -23.4% |
| 3M | -3.3% | +5.4% | -8.7% | -5.9% |
| 6M | +76.8% | +3.1% | +73.7% | +72.7% |
| YTD | +168.9% | +16.5% | +152.5% | +145.9% |
| 1Y | +96.4% | +12.3% | +84.0% | +82.7% |
| 3Y | +77.2% | +70.3% | +6.9% | +29.4% |
| 5Y | +417.7% | +56.4% | +361.3% | +283.0% |
| All | +250.9% | +186.9% | +64.0% | +104.1% |
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