+59.3%
PBF vs LUMN
+385.3%
-326.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +5.3% | +2.5% | +2.8% | +5.2% |
| 30D | +11.7% | +10.3% | +1.4% | +11.0% |
| 3M | +91.1% | -18.3% | +109.3% | +92.8% |
| 6M | +88.4% | +4.4% | +84.1% | +86.1% |
| YTD | +194.1% | -10.7% | +204.7% | +191.2% |
| 1Y | +180.4% | +14.0% | +166.5% | +170.6% |
| 3Y | +59.3% | +406.6% | -347.3% | +37.1% |
| All | +59.3% | +385.3% | -326.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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