+330.8%
PBF vs LNT
+379.2%
-48.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +22.0% | -3.2% | +25.2% | +23.5% |
| 3M | +74.5% | -4.1% | +78.6% | +76.6% |
| 6M | +67.7% | -4.6% | +72.2% | +69.2% |
| YTD | +179.2% | +7.0% | +172.2% | +166.8% |
| 1Y | +170.0% | +8.3% | +161.7% | +155.9% |
| 3Y | +66.4% | +51.0% | +15.4% | +31.6% |
| 5Y | +764.5% | +30.2% | +734.3% | +620.6% |
| 10Y | +358.5% | +143.6% | +214.9% | +194.0% |
| All | +330.8% | +379.2% | -48.4% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling