+223.5%
PRU vs LDOS
+494.7%
-271.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | +1.9% | -5.4% | +7.3% | +5.0% |
| 30D | +2.7% | +4.9% | -2.2% | -0.5% |
| 3M | +19.5% | +7.2% | +12.3% | +13.1% |
| 6M | +26.6% | -24.2% | +50.9% | +45.2% |
| YTD | +12.3% | -25.8% | +38.1% | +28.3% |
| 1Y | +18.0% | -24.7% | +42.8% | +33.0% |
| 3Y | +47.0% | +39.3% | +7.7% | +7.3% |
| 5Y | +48.4% | +43.3% | +5.1% | +2.6% |
| 10Y | +142.4% | +278.6% | -136.1% | -11.9% |
| All | +223.5% | +494.7% | -271.3% | -19.0% |
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 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