+117.8%
PRU vs LDOS
+256.7%
-138.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +4.8% | -3.7% | +8.5% | +6.5% |
| 30D | +7.9% | +16.4% | -8.5% | -0.2% |
| 3M | +3.1% | +7.4% | -4.3% | -1.4% |
| 6M | +25.2% | -0.3% | +25.6% | +23.3% |
| YTD | +12.7% | -24.0% | +36.8% | +25.2% |
| 1Y | +23.5% | -29.6% | +53.0% | +42.8% |
| 3Y | +50.6% | +35.1% | +15.5% | +12.4% |
| 5Y | +40.9% | +52.9% | -12.0% | -6.6% |
| All | +117.8% | +256.7% | -138.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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