+72.0%
LMT vs PRU
+48.6%
+23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -6.3% | +1.9% | -8.1% | -6.6% |
| 30D | -8.5% | +2.7% | -11.2% | -8.9% |
| 3M | +1.8% | +19.5% | -17.6% | -1.1% |
| 6M | -19.9% | +26.6% | -46.6% | -23.0% |
| YTD | +10.6% | +12.3% | -1.8% | +8.3% |
| 1Y | +17.9% | +18.0% | -0.1% | +14.5% |
| 3Y | +27.0% | +47.0% | -20.1% | +16.9% |
| All | +72.0% | +48.6% | +23.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling