-9.3%
LHX vs PRU
+27.9%
-37.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.6% | -13.0% | -7.2% |
| 7D | -0.3% | +9.8% | -10.1% | -1.8% |
| 30D | +9.7% | +11.6% | -1.9% | +7.7% |
| 3M | -8.5% | +3.7% | -12.2% | -9.0% |
| 6M | -15.1% | +33.0% | -48.1% | -19.3% |
| YTD | -10.4% | +16.6% | -27.0% | -14.0% |
| 1Y | -9.3% | +26.9% | -36.2% | -13.0% |
| All | -9.3% | +27.9% | -37.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling