+19.6%
PRU vs LH
+41.7%
-22.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +2.5% | -2.5% | -0.6% |
| 30D | +7.9% | +18.7% | -10.8% | +3.9% |
| 3M | +0.9% | +15.3% | -14.5% | -2.3% |
| 6M | +22.4% | +45.4% | -23.0% | +12.7% |
| YTD | +12.7% | +49.5% | -36.8% | +0.5% |
| 1Y | +19.6% | +41.4% | -21.8% | +11.4% |
| All | +19.6% | +41.7% | -22.1% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling