+95.9%
PRU vs LH
+263.7%
-167.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +2.5% | -2.5% | -1.3% |
| 30D | +7.9% | +18.7% | -10.8% | -1.7% |
| 3M | +0.9% | +15.3% | -14.5% | -7.0% |
| 6M | +22.4% | +45.4% | -23.0% | -0.8% |
| YTD | +12.7% | +49.5% | -36.8% | -10.7% |
| 1Y | +19.6% | +41.4% | -21.8% | -2.3% |
| 3Y | +54.0% | +87.6% | -33.6% | +4.6% |
| 5Y | +41.0% | +53.8% | -12.7% | +4.9% |
| All | +95.9% | +263.7% | -167.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling