+37.0%
PRU vs LH
+62.5%
-25.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | +6.1% | +17.5% | -11.4% | -0.4% |
| 3M | -0.7% | +16.1% | -16.8% | -6.6% |
| 6M | +22.1% | +43.4% | -21.3% | +5.4% |
| YTD | +9.8% | +47.2% | -37.4% | -6.8% |
| 1Y | +19.4% | +50.1% | -30.8% | +0.4% |
| 3Y | +50.4% | +81.2% | -30.8% | +15.1% |
| All | +37.0% | +62.5% | -25.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling