+212.5%
LHX vs PRU
+99.2%
+113.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +4.8% | +3.6% | +1.2% | +3.6% |
| 30D | +14.7% | +8.9% | +5.8% | +11.1% |
| 3M | -5.1% | +0.2% | -5.3% | -5.5% |
| 6M | -9.9% | +23.7% | -33.6% | -16.7% |
| YTD | -6.1% | +13.7% | -19.8% | -11.0% |
| 1Y | -4.0% | +20.6% | -24.6% | -10.9% |
| 3Y | +56.9% | +56.3% | +0.6% | +29.7% |
| 5Y | +36.6% | +42.3% | -5.8% | +14.3% |
| All | +212.5% | +99.2% | +113.3% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling