+304.1%
PBF vs LNT
+423.0%
-118.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.6% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -18.0% | +11.6% | -29.6% | -21.9% |
| 3M | +0.9% | +8.2% | -7.2% | -2.7% |
| 6M | +65.7% | +3.1% | +62.6% | +62.1% |
| YTD | +161.9% | +16.8% | +145.1% | +140.6% |
| 1Y | +77.8% | +11.6% | +66.2% | +66.8% |
| 3Y | +74.9% | +67.4% | +7.5% | +32.1% |
| 5Y | +423.4% | +56.8% | +366.6% | +297.8% |
| 10Y | +255.2% | +185.0% | +70.1% | +114.6% |
| All | +304.1% | +423.0% | -118.9% | +67.6% |
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 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