+49.6%
PRU vs LII
+5.3%
+44.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.2% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +2.7% | -12.6% | +15.3% | +5.8% |
| 3M | +19.5% | -24.4% | +43.9% | +25.8% |
| 6M | +26.6% | -28.7% | +55.3% | +34.9% |
| YTD | +12.3% | -19.1% | +31.5% | +14.7% |
| 1Y | +18.0% | -29.7% | +47.7% | +25.3% |
| All | +49.6% | +5.3% | +44.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling