+801.9%
PBF vs LNT
+31.1%
+770.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +15.8% | -0.5% | +16.4% | +15.9% |
| 3M | +90.3% | -5.5% | +95.8% | +91.3% |
| 6M | +102.8% | -3.8% | +106.6% | +102.8% |
| YTD | +187.3% | +6.8% | +180.5% | +180.9% |
| 1Y | +161.8% | +9.3% | +152.5% | +154.4% |
| 3Y | +55.5% | +47.9% | +7.5% | +41.3% |
| 5Y | +801.9% | +31.6% | +770.3% | +731.6% |
| All | +801.9% | +31.1% | +770.8% | +731.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling