+19.5%
LSCC vs PRU
+38.4%
-18.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.3% | -5.3% | -6.1% |
| 7D | -4.8% | +4.8% | -9.6% | -8.1% |
| 30D | -27.1% | +7.9% | -35.0% | -31.7% |
| 3M | -23.6% | +3.1% | -26.7% | -26.0% |
| 6M | -19.8% | +25.2% | -45.0% | -34.5% |
| YTD | +33.2% | +12.7% | +20.5% | +18.1% |
| 1Y | +55.2% | +23.5% | +31.8% | +27.5% |
| 3Y | +70.1% | +50.6% | +19.5% | +18.4% |
| 5Y | +19.5% | +40.9% | -21.3% | -11.2% |
| All | +19.5% | +38.4% | -18.9% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling