+521.0%
LITE vs PRU
+19.0%
+502.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | -1.5% | +1.9% | -3.4% | -1.1% |
| 30D | +6.7% | +2.7% | +3.9% | +7.4% |
| 3M | -6.8% | +19.5% | -26.2% | -4.4% |
| 6M | +29.4% | +26.6% | +2.8% | +34.6% |
| YTD | +139.1% | +12.3% | +126.7% | +135.7% |
| 1Y | +521.0% | +18.0% | +502.9% | +505.4% |
| All | +521.0% | +19.0% | +502.0% | +505.4% |
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