-6.0%
LHX vs PRU
+16.8%
-22.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | -13.2% | -2.6% | -10.6% | -12.7% |
| 3M | -18.4% | +14.7% | -33.1% | -20.8% |
| 6M | -32.0% | +25.7% | -57.6% | -35.3% |
| YTD | -13.6% | +8.3% | -21.9% | -15.7% |
| 1Y | -6.0% | +17.3% | -23.3% | -11.2% |
| All | -6.0% | +16.8% | -22.8% | -11.2% |
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