+97.7%
PRU vs LDOS
+226.9%
-129.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +3.6% | -1.6% | +5.2% | +4.4% |
| 30D | +8.9% | +8.2% | +0.6% | +4.5% |
| 3M | +0.2% | -8.2% | +8.4% | +3.7% |
| 6M | +23.7% | +5.8% | +17.9% | +18.1% |
| YTD | +13.7% | -27.0% | +40.7% | +28.7% |
| 1Y | +20.6% | -31.0% | +51.6% | +40.7% |
| 3Y | +56.3% | +29.3% | +27.0% | +19.4% |
| 5Y | +42.3% | +48.7% | -6.4% | -4.4% |
| All | +97.7% | +226.9% | -129.2% | +0.3% |
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