+188.9%
LMT vs PRU
+139.4%
+49.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.7% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | +3.7% | +16.4% | -12.7% | -1.1% |
| 6M | -19.2% | +26.0% | -45.2% | -24.9% |
| YTD | +12.9% | +9.9% | +2.9% | +9.1% |
| 1Y | +19.8% | +18.8% | +1.0% | +12.9% |
| 3Y | +37.3% | +45.4% | -8.1% | +18.2% |
| 5Y | +74.4% | +45.6% | +28.8% | +46.0% |
| 10Y | +188.9% | +139.6% | +49.3% | +91.9% |
| All | +188.9% | +139.4% | +49.5% | +91.9% |
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