+112.0%
PRU vs LDOS
+248.5%
-136.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.5% |
| 7D | +2.4% | -7.2% | +9.6% | +6.0% |
| 30D | +6.1% | +16.8% | -10.7% | -1.9% |
| 3M | -0.7% | -1.6% | +0.9% | -0.7% |
| 6M | +22.1% | -1.0% | +23.0% | +20.5% |
| YTD | +9.8% | -25.8% | +35.5% | +23.3% |
| 1Y | +19.4% | -31.1% | +50.4% | +39.5% |
| 3Y | +50.4% | +32.8% | +17.6% | +13.1% |
| 5Y | +37.2% | +49.4% | -12.2% | -8.0% |
| All | +112.0% | +248.5% | -136.4% | -6.6% |
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