+55.7%
PBF vs LNT
+48.2%
+7.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +15.8% | -0.5% | +16.4% | +15.8% |
| 3M | +90.3% | -5.5% | +95.8% | +90.3% |
| 6M | +102.8% | -3.8% | +106.6% | +102.0% |
| YTD | +187.3% | +6.8% | +180.5% | +180.1% |
| 1Y | +161.8% | +9.3% | +152.5% | +153.8% |
| All | +55.7% | +48.2% | +7.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling