+1,321.8%
LITE vs PRU
+121.2%
+1,200.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.3% | -15.4% | -17.2% |
| 7D | -44.6% | +4.8% | -49.4% | -45.8% |
| 30D | -55.0% | +7.9% | -62.9% | -56.7% |
| 3M | -38.3% | +3.1% | -41.4% | -39.8% |
| 6M | -48.8% | +25.2% | -74.0% | -54.5% |
| YTD | +38.3% | +12.7% | +25.5% | +27.6% |
| 1Y | +119.0% | +23.5% | +95.5% | +93.4% |
| 3Y | +1,092.0% | +50.6% | +1,041.4% | +866.6% |
| 5Y | +446.1% | +40.9% | +405.2% | +351.1% |
| All | +1,321.8% | +121.2% | +1,200.6% | +1,036.8% |
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