+50.4%
PRU vs LBRT
+33.5%
+16.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +1.9% | +8.3% | -6.4% | 0.0% |
| 30D | +2.7% | +6.1% | -3.4% | +1.1% |
| 3M | +19.5% | -34.8% | +54.2% | +29.3% |
| 6M | +26.6% | -24.8% | +51.5% | +31.3% |
| YTD | +12.3% | +12.2% | +0.1% | +5.2% |
| 1Y | +18.0% | +94.0% | -75.9% | -5.5% |
| 3Y | +47.0% | +31.3% | +15.7% | +23.4% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling