+800.4%
PRU vs LII
+6,156.9%
-5,356.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +2.7% | -12.6% | +15.3% | +10.1% |
| 3M | +19.5% | -24.4% | +43.9% | +34.6% |
| 6M | +26.6% | -28.7% | +55.3% | +45.3% |
| YTD | +12.3% | -19.1% | +31.5% | +19.2% |
| 1Y | +18.0% | -29.7% | +47.7% | +33.8% |
| 3Y | +47.0% | +4.8% | +42.2% | +26.0% |
| 5Y | +48.4% | +24.6% | +23.9% | +10.1% |
| 10Y | +142.4% | +169.2% | -26.8% | +10.0% |
| All | +800.4% | +6,156.9% | -5,356.5% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling