+50.4%
PRU vs LBRT
+33.5%
+16.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.3% |
| 7D | +1.9% | +8.7% | -6.9% | -0.1% |
| 30D | +2.7% | +6.6% | -3.9% | +1.0% |
| 3M | +19.5% | -34.5% | +53.9% | +29.2% |
| 6M | +26.6% | -24.5% | +51.1% | +31.2% |
| YTD | +12.3% | +12.7% | -0.4% | +5.1% |
| 1Y | +18.0% | +94.8% | -76.8% | -5.6% |
| 3Y | +47.0% | +31.9% | +15.2% | +23.3% |
| 5Y | +48.4% | +111.8% | -63.4% | +3.4% |
| All | +50.4% | +33.5% | +16.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling