+96.9%
PRU vs LII
+168.1%
-71.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -2.8% | -2.3% | -0.5% | -1.9% |
| 30D | +8.5% | -1.7% | +10.2% | +8.9% |
| 3M | +1.7% | -18.3% | +20.0% | +10.2% |
| 6M | +24.8% | -32.3% | +57.1% | +43.0% |
| YTD | +13.3% | -27.1% | +40.4% | +23.3% |
| 1Y | +21.4% | -27.2% | +48.6% | +31.9% |
| 3Y | +54.8% | -8.9% | +63.7% | +41.1% |
| 5Y | +42.4% | +19.7% | +22.7% | +7.8% |
| All | +96.9% | +168.1% | -71.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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