+20.1%
PRU vs LDOS
-30.4%
+50.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.1% |
| 7D | +3.2% | -5.8% | +9.0% | +3.7% |
| 30D | +7.9% | +11.6% | -3.6% | +6.8% |
| 3M | +1.8% | -1.0% | +2.8% | +1.5% |
| 6M | +24.1% | +5.1% | +19.1% | +22.8% |
| YTD | +12.4% | -24.0% | +36.4% | +10.9% |
| All | +20.1% | -30.4% | +50.5% | +20.6% |
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 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