+618.6%
LULU vs PRU
+170.8%
+447.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.0% |
| 7D | -16.7% | +1.9% | -18.6% | -17.2% |
| 30D | -18.5% | +2.7% | -21.3% | -19.3% |
| 3M | -19.5% | +19.5% | -38.9% | -24.6% |
| 6M | -41.9% | +26.6% | -68.6% | -46.8% |
| YTD | -51.6% | +12.3% | -63.9% | -53.8% |
| 1Y | -51.2% | +18.0% | -69.2% | -54.1% |
| 3Y | -75.1% | +47.0% | -122.1% | -78.5% |
| 5Y | -74.1% | +48.4% | -122.5% | -77.8% |
| 10Y | +46.7% | +142.4% | -95.7% | -2.3% |
| All | +618.6% | +170.8% | +447.9% | +307.7% |
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 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