+1,402.3%
LITE vs PRU
+115.4%
+1,287.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.8% |
| 7D | -35.9% | +2.4% | -38.3% | -36.8% |
| 30D | -51.5% | +6.1% | -57.6% | -53.1% |
| 3M | -35.7% | -0.7% | -35.0% | -36.3% |
| 6M | -43.0% | +22.1% | -65.0% | -48.8% |
| YTD | +46.1% | +9.8% | +36.3% | +36.2% |
| 1Y | +124.7% | +19.4% | +105.4% | +101.3% |
| 3Y | +1,172.1% | +50.4% | +1,121.7% | +931.4% |
| 5Y | +477.0% | +37.2% | +439.9% | +381.8% |
| All | +1,402.3% | +115.4% | +1,287.0% | +1,114.3% |
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 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