+800.4%
PRU vs LH
+957.4%
-157.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | +1.9% | -2.5% | +4.3% | +3.2% |
| 30D | +2.7% | +4.3% | -1.6% | +0.3% |
| 3M | +19.5% | +25.5% | -6.1% | +5.2% |
| 6M | +26.6% | +17.0% | +9.7% | +15.5% |
| YTD | +12.3% | +31.3% | -18.9% | -4.3% |
| 1Y | +18.0% | +20.0% | -1.9% | +5.1% |
| 3Y | +47.0% | +63.9% | -16.8% | +8.2% |
| 5Y | +48.4% | +30.9% | +17.6% | +20.8% |
| 10Y | +142.4% | +191.4% | -48.9% | +19.1% |
| All | +800.4% | +957.4% | -157.0% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling