+779.9%
PRU vs LH
+1,085.7%
-305.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.1% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | +6.1% | +17.5% | -11.4% | -3.0% |
| 3M | -0.7% | +16.1% | -16.8% | -8.9% |
| 6M | +22.1% | +43.4% | -21.3% | -0.5% |
| YTD | +9.8% | +47.2% | -37.4% | -12.5% |
| 1Y | +19.4% | +50.1% | -30.8% | -6.0% |
| 3Y | +50.4% | +81.2% | -30.8% | +4.5% |
| 5Y | +37.2% | +63.7% | -26.6% | -1.7% |
| 10Y | +119.5% | +269.2% | -149.6% | -5.0% |
| All | +779.9% | +1,085.7% | -305.8% | +122.9% |
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