+145.2%
PRU vs LDOS
+278.0%
-132.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +1.9% | -5.4% | +7.3% | +4.6% |
| 30D | +2.7% | +4.9% | -2.2% | -0.1% |
| 3M | +19.5% | +7.2% | +12.3% | +14.0% |
| 6M | +26.6% | -24.2% | +50.9% | +43.5% |
| YTD | +12.3% | -25.8% | +38.1% | +26.8% |
| 1Y | +18.0% | -24.7% | +42.8% | +31.6% |
| 3Y | +47.0% | +39.3% | +7.7% | +7.8% |
| 5Y | +48.4% | +43.3% | +5.1% | +3.0% |
| All | +145.2% | +278.0% | -132.8% | +11.1% |
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