+23.5%
PRU vs LDOS
-31.3%
+54.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +4.8% | -3.7% | +8.5% | +5.1% |
| 30D | +7.9% | +16.4% | -8.5% | +6.3% |
| 3M | +3.1% | +7.4% | -4.3% | +2.2% |
| 6M | +25.2% | -0.3% | +25.6% | +24.2% |
| YTD | +12.7% | -24.0% | +36.8% | +11.4% |
| 1Y | +23.5% | -29.6% | +53.0% | +24.3% |
| All | +23.5% | -31.3% | +54.8% | +24.3% |
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 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