+42.2%
PRU vs LBRT
+28.1%
+14.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +3.6% | +9.2% | -5.6% | +2.1% |
| 30D | +8.9% | -27.5% | +36.4% | +13.6% |
| 3M | +0.2% | -37.9% | +38.1% | +6.9% |
| 6M | +23.7% | -60.7% | +84.4% | +41.9% |
| YTD | +13.7% | -28.5% | +42.2% | +14.1% |
| 1Y | +20.6% | -13.2% | +33.8% | +15.8% |
| 3Y | +56.3% | -28.8% | +85.1% | +47.9% |
| All | +42.2% | +28.1% | +14.1% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling