+2,749.2%
LHX vs PRU
+806.6%
+1,942.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.0% | +1.9% | -3.8% | -2.5% |
| 30D | -9.9% | +2.7% | -12.7% | -10.7% |
| 3M | -16.5% | +19.5% | -35.9% | -20.7% |
| 6M | -29.6% | +26.6% | -56.2% | -34.4% |
| YTD | -11.6% | +12.3% | -23.9% | -14.9% |
| 1Y | -4.1% | +18.0% | -22.1% | -9.1% |
| 3Y | +53.3% | +47.0% | +6.2% | +34.5% |
| 5Y | +22.3% | +48.4% | -26.2% | +5.3% |
| 10Y | +231.9% | +142.4% | +89.4% | +135.8% |
| All | +2,749.2% | +806.6% | +1,942.6% | +951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling