+54.4%
PRU vs LII
-6.9%
+61.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.7% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +7.9% | -4.6% | +12.5% | +8.8% |
| 3M | +3.1% | -21.7% | +24.7% | +8.5% |
| 6M | +25.2% | -32.8% | +58.0% | +34.7% |
| YTD | +12.7% | -27.5% | +40.3% | +17.6% |
| 1Y | +23.5% | -28.0% | +51.5% | +28.9% |
| All | +54.4% | -6.9% | +61.3% | +47.7% |
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