+224.6%
PRU vs LDOS
+509.1%
-284.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +4.8% | -3.7% | +8.5% | +6.8% |
| 30D | +7.9% | +16.4% | -8.5% | -1.4% |
| 3M | +3.1% | +7.4% | -4.3% | -2.1% |
| 6M | +25.2% | -0.3% | +25.6% | +22.6% |
| YTD | +12.7% | -24.0% | +36.8% | +26.3% |
| 1Y | +23.5% | -29.6% | +53.0% | +44.4% |
| 3Y | +50.6% | +35.1% | +15.5% | +12.0% |
| 5Y | +40.9% | +52.9% | -12.0% | -6.8% |
| 10Y | +125.5% | +262.2% | -136.8% | -15.8% |
| All | +224.6% | +509.1% | -284.4% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling