+182.5%
LNT vs PRU
+107.2%
+75.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.6% | +3.8% | -2.2% | +0.6% |
| 30D | +12.1% | +9.0% | +3.0% | +9.7% |
| 3M | +8.2% | +2.1% | +6.1% | +7.5% |
| 6M | +3.6% | +25.4% | -21.8% | -2.1% |
| YTD | +16.2% | +13.5% | +2.7% | +12.0% |
| 1Y | +12.8% | +21.3% | -8.5% | +6.9% |
| 3Y | +66.5% | +55.1% | +11.4% | +46.4% |
| 5Y | +53.8% | +43.6% | +10.2% | +36.2% |
| 10Y | +182.5% | +99.2% | +83.3% | +104.5% |
| All | +182.5% | +107.2% | +75.3% | +104.5% |
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