+205.2%
LMT vs PRU
+107.2%
+98.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | -5.6% | +3.8% | -9.4% | -6.8% |
| 30D | +18.4% | +9.0% | +9.3% | +15.1% |
| 3M | +0.6% | +2.1% | -1.5% | -0.3% |
| 6M | +20.6% | +25.4% | -4.8% | +12.2% |
| YTD | +27.0% | +13.5% | +13.4% | +21.3% |
| 1Y | +36.9% | +21.3% | +15.5% | +28.0% |
| 3Y | +46.9% | +55.1% | -8.3% | +23.7% |
| 5Y | +104.2% | +43.6% | +60.6% | +72.1% |
| 10Y | +205.2% | +99.2% | +106.0% | +110.0% |
| All | +205.2% | +107.2% | +98.0% | +110.0% |
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