+20.6%
PRU vs LDOS
-31.9%
+52.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | +8.9% | +8.2% | +0.6% | +8.1% |
| 3M | +0.2% | -8.2% | +8.4% | +0.6% |
| 6M | +23.7% | +5.8% | +17.9% | +22.5% |
| YTD | +13.7% | -27.0% | +40.7% | +12.6% |
| 1Y | +20.6% | -31.0% | +51.6% | +22.0% |
| All | +20.6% | -31.9% | +52.5% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling