+3,586.8%
LITE vs PRU
+135.5%
+3,451.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.6% | -14.4% | -10.6% |
| 7D | -31.4% | +9.8% | -41.2% | -34.4% |
| 30D | -42.6% | +11.6% | -54.2% | -45.6% |
| 3M | -26.2% | +3.7% | -29.9% | -28.2% |
| 6M | -35.8% | +33.0% | -68.8% | -44.3% |
| YTD | +70.0% | +16.6% | +53.5% | +54.8% |
| 1Y | +232.7% | +26.9% | +205.8% | +191.3% |
| 3Y | +1,365.7% | +55.7% | +1,310.0% | +1,081.6% |
| 5Y | +609.5% | +44.5% | +565.0% | +484.0% |
| 10Y | +1,721.9% | +133.1% | +1,588.8% | +1,077.7% |
| All | +3,586.8% | +135.5% | +3,451.3% | +2,138.2% |
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