+17.7%
LMT vs PRU
+16.8%
+0.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -1.3% | -1.9% | +0.5% | -1.1% |
| 30D | -12.5% | -2.6% | -9.9% | -12.1% |
| 3M | -0.5% | +14.7% | -15.2% | -2.4% |
| 6M | -20.0% | +25.7% | -45.7% | -22.5% |
| YTD | +10.4% | +8.3% | +2.1% | +9.8% |
| 1Y | +17.7% | +17.3% | +0.4% | +17.2% |
| All | +17.7% | +16.8% | +0.9% | +17.2% |
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 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