+124.7%
LITE vs PRU
+19.8%
+104.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +4.7% |
| 7D | -35.9% | +2.4% | -38.3% | -34.7% |
| 30D | -51.5% | +6.1% | -57.6% | -49.9% |
| 3M | -35.7% | -0.7% | -35.0% | -34.6% |
| 6M | -43.0% | +22.1% | -65.0% | -41.8% |
| YTD | +46.1% | +9.8% | +36.3% | +43.1% |
| 1Y | +124.7% | +19.4% | +105.4% | +112.6% |
| All | +124.7% | +19.8% | +104.9% | +112.6% |
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 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