+2,261.1%
LMT vs PRU
+785.9%
+1,475.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.0% |
| 7D | -11.0% | +2.4% | -13.4% | -11.5% |
| 30D | +13.6% | +6.1% | +7.5% | +12.0% |
| 3M | -2.1% | -0.7% | -1.4% | -2.1% |
| 6M | +11.7% | +22.1% | -10.4% | +6.8% |
| YTD | +19.4% | +9.8% | +9.6% | +16.5% |
| 1Y | +24.1% | +19.4% | +4.7% | +18.8% |
| 3Y | +36.2% | +50.4% | -14.2% | +22.5% |
| 5Y | +90.7% | +37.2% | +53.6% | +72.6% |
| 10Y | +212.5% | +119.5% | +93.0% | +145.8% |
| All | +2,261.1% | +785.9% | +1,475.2% | +1,125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling