+21.2%
LSCC vs PRU
+47.2%
-26.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.8% |
| 7D | +1.3% | +1.9% | -0.6% | -0.3% |
| 30D | -9.7% | +2.7% | -12.4% | -11.7% |
| 3M | -23.7% | +19.5% | -43.2% | -35.0% |
| 6M | +26.5% | +26.6% | -0.2% | +2.1% |
| YTD | +57.5% | +12.3% | +45.2% | +40.7% |
| 1Y | +75.7% | +18.0% | +57.6% | +49.6% |
| All | +21.2% | +47.2% | -26.0% | -14.0% |
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