+85.8%
LSCC vs PRU
+46.4%
+39.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.8% | +9.1% |
| 7D | +13.0% | +2.4% | +10.6% | +10.8% |
| 30D | -19.8% | +6.1% | -25.9% | -24.1% |
| 3M | -18.4% | -0.7% | -17.7% | -18.7% |
| 6M | -16.1% | +22.1% | -38.2% | -30.8% |
| YTD | +42.7% | +9.8% | +32.9% | +28.5% |
| 1Y | +68.0% | +19.4% | +48.7% | +40.1% |
| 3Y | +85.8% | +50.4% | +35.5% | +7.4% |
| All | +85.8% | +46.4% | +39.4% | +7.4% |
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 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