+49.1%
LNT vs PRU
+50.2%
-1.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -0.1% | +1.9% | -1.9% | -0.5% |
| 30D | -3.2% | +2.7% | -5.9% | -3.7% |
| 3M | -4.1% | +19.5% | -23.5% | -7.5% |
| 6M | -4.6% | +26.6% | -31.2% | -9.0% |
| YTD | +7.0% | +12.3% | -5.3% | +4.3% |
| 1Y | +8.3% | +18.0% | -9.8% | +4.2% |
| All | +49.1% | +50.2% | -1.1% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling