+2,925.8%
LHX vs PRU
+817.9%
+2,107.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +4.8% | +3.6% | +1.2% | +3.8% |
| 30D | +14.7% | +8.9% | +5.8% | +11.7% |
| 3M | -5.1% | +0.2% | -5.3% | -5.4% |
| 6M | -9.9% | +23.7% | -33.6% | -15.5% |
| YTD | -6.1% | +13.7% | -19.8% | -10.2% |
| 1Y | -4.0% | +20.6% | -24.6% | -9.7% |
| 3Y | +56.9% | +56.3% | +0.6% | +35.1% |
| 5Y | +36.6% | +42.3% | -5.8% | +19.0% |
| 10Y | +217.5% | +99.3% | +118.2% | +137.2% |
| All | +2,925.8% | +817.9% | +2,107.9% | +1,010.3% |
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