+190.4%
LMT vs PRU
+99.2%
+91.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.6% |
| 7D | +5.1% | +3.6% | +1.5% | +4.0% |
| 30D | +14.1% | +8.9% | +5.3% | +11.0% |
| 3M | +0.3% | +0.2% | +0.1% | 0.0% |
| 6M | +16.1% | +23.7% | -7.6% | +8.4% |
| YTD | +25.5% | +13.7% | +11.7% | +19.8% |
| 1Y | +34.1% | +20.6% | +13.5% | +25.7% |
| 3Y | +45.1% | +56.3% | -11.2% | +21.9% |
| 5Y | +100.9% | +42.3% | +58.6% | +69.9% |
| All | +190.4% | +99.2% | +91.2% | +96.8% |
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