+374.0%
LSCC vs PRU
+809.8%
-435.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.3% | -5.3% | -7.1% |
| 7D | -4.8% | +4.8% | -9.6% | -6.8% |
| 30D | -27.1% | +7.9% | -35.0% | -29.8% |
| 3M | -23.6% | +3.1% | -26.7% | -25.0% |
| 6M | -19.8% | +25.2% | -45.0% | -28.3% |
| YTD | +33.2% | +12.7% | +20.5% | +24.9% |
| 1Y | +55.2% | +23.5% | +31.8% | +39.8% |
| 3Y | +70.1% | +50.6% | +19.5% | +41.7% |
| 5Y | +19.5% | +40.9% | -21.3% | +2.8% |
| 10Y | +1,164.9% | +125.5% | +1,039.5% | +722.8% |
| All | +374.0% | +809.8% | -435.8% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling