+235.7%
PRU vs LDOS
+508.5%
-272.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.2% |
| 7D | +9.8% | -2.8% | +12.6% | +11.3% |
| 30D | +11.6% | +13.6% | -2.0% | +3.4% |
| 3M | +3.7% | +4.2% | -0.5% | +0.2% |
| 6M | +33.0% | -8.2% | +41.2% | +36.0% |
| YTD | +16.6% | -24.1% | +40.7% | +30.6% |
| 1Y | +26.9% | -31.2% | +58.2% | +50.6% |
| 3Y | +55.7% | +35.0% | +20.7% | +15.9% |
| 5Y | +44.5% | +52.6% | -8.1% | -4.2% |
| 10Y | +133.1% | +261.9% | -128.7% | -12.9% |
| All | +235.7% | +508.5% | -272.8% | -17.5% |
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