+25.9%
LMT vs PRU
+27.9%
-2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.6% | -13.5% | -7.6% |
| 7D | -5.5% | +9.8% | -15.3% | -6.9% |
| 30D | +17.5% | +11.6% | +5.9% | +15.4% |
| 3M | +1.6% | +3.7% | -2.1% | +1.0% |
| 6M | +16.3% | +33.0% | -16.7% | +11.5% |
| YTD | +25.3% | +16.6% | +8.7% | +23.5% |
| 1Y | +25.9% | +26.9% | -1.1% | +28.3% |
| All | +25.9% | +27.9% | -2.0% | +28.3% |
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 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