+76.8%
PBF vs LNT
+3.5%
+73.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.7% |
| 7D | +6.5% | +1.0% | +5.4% | +6.9% |
| 30D | -20.0% | +9.6% | -29.6% | -16.9% |
| 3M | -3.3% | +5.4% | -8.7% | -2.5% |
| 6M | +76.8% | +3.1% | +73.7% | +74.4% |
| All | +76.8% | +3.5% | +73.3% | +74.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling